V-Lab: Yangmei Chemical Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Yangmei Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:43.59% (-4.58%)

Analysis last updated: Wednesday, May 1, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6347	4.55
$α$	0.1675	8.74
$β$	0.7362	27.02
$γ_{1}$	0.1136	2.02
$γ_{2}$	-0.1994	-2.60
$γ_{3}$	0.1980	4.34
$γ_{4}$	-0.2193	-4.59
$γ_{5}$	0.1874	4.12
$γ_{6}$	-0.1590	-3.35
$γ_{7}$	0.1715	3.01
$γ_{8}$	-0.2462	-2.55

Estimation Period:
Nov 19, 1993 to Apr 30, 2024

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