V-Lab: CR Holdings Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

CR Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:43.67% (-1.10%)

Analysis last updated: Saturday, May 11, 2024 at 04:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1914	4.21
$α$	0.1035	4.40
$β$	0.8762	30.07
$γ_{1}$	-0.0108	-0.15
$γ_{2}$	0.0856	0.70
$γ_{3}$	-0.1814	-1.78
$γ_{4}$	0.1314	1.28
$γ_{5}$	-0.0006	-0.01
$γ_{6}$	-0.0697	-0.78
$γ_{7}$	0.0190	0.16
$γ_{8}$	0.1710	0.85
$γ_{9}$	-0.2967	-1.10
$γ_{10}$	0.4880	1.93

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts