V-Lab: TangShan Port Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

TangShan Port Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:31.09% (+1.13%)

Analysis last updated: Saturday, April 27, 2024 at 08:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9082	3.56
$α$	0.1502	4.39
$β$	0.7518	15.84
$γ_{1}$	0.2683	0.44
$γ_{2}$	-0.4782	-0.54
$γ_{3}$	1.0600	1.88
$γ_{4}$	-2.5448	-4.42
$γ_{5}$	3.4697	4.27
$γ_{6}$	-3.3427	-2.87
$γ_{7}$	2.6091	2.39
$γ_{8}$	-1.4400	-1.82
$γ_{9}$	0.6888	1.10
$γ_{10}$	-0.4642	-1.09

Estimation Period:
Jul 5, 2010 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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