V-Lab
V-Lab

TangShan Port Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:32.65% (+1.06%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TangShan Port Group Co Ltd SGARCH
paramt-stat
ω0.91283.57
α0.15074.38
β0.751115.75
γ10.30340.49
γ2-0.5485-0.62
γ31.13692.03
γ4-2.6286-4.60
γ53.54424.41
γ6-3.3940-2.94
γ72.63202.42
γ8-1.4223-1.72
γ90.59610.72
γ10-0.1982-0.15
Estimation Period:
Jul 5, 2010 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts