V-Lab: CJ Logistics Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

CJ Logistics Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:37.56% (-1.09%)

Analysis last updated: Saturday, May 4, 2024 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7340	6.04
$α$	0.0616	7.20
$β$	0.9082	73.16
$γ_{1}$	0.0087	0.24
$γ_{2}$	0.0568	1.07
$γ_{3}$	-0.2090	-5.09
$γ_{4}$	0.2613	4.26
$γ_{5}$	-0.1831	-2.07
$γ_{6}$	0.0819	0.95
$γ_{7}$	-0.0016	-0.03
$γ_{8}$	-0.0214	-0.75

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts