V-Lab: Chunil Express Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Chunil Express Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:36.26% (+0.98%)

Analysis last updated: Thursday, May 9, 2024 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7290	2.88
$α$	0.2564	8.65
$β$	0.6354	15.28
$γ_{1}$	-0.0410	-0.43
$γ_{2}$	0.0836	0.64
$γ_{3}$	-0.1445	-2.51
$γ_{4}$	0.2019	4.39
$γ_{5}$	-0.2199	-3.99
$γ_{6}$	0.2683	3.15
$γ_{7}$	-0.3248	-2.97
$γ_{8}$	0.3141	3.37
$γ_{9}$	-0.0821	-0.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts