V-Lab
V-Lab

Jiangsu Yabang Dyestuff Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:88.00% (-2.76%)

Analysis last updated: Wednesday, May 1, 2024 at 07:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Jiangsu Yabang Dyestuff Co Ltd S0GARCH
paramt-stat
ω0.94443.32
α0.12705.87
β0.808124.18
γ1-1.6030-3.25
γ22.81484.17
γ3-2.0982-5.44
γ41.49593.69
γ5-1.0358-2.50
γ60.63682.00
Estimation Period:
Sep 9, 2014 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts