V-Lab
Changsheng Bio-Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 27th, 2019:99.31% (+6.37%)
Analysis last updated: Tuesday, November 26, 2019 at 02:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1859 | 4.53 | |
| 0.1451 | 4.01 | |
| 0.5823 | 5.89 | |
| 0.8639 | 0.51 | |
| -2.2373 | -0.90 | |
| 3.4023 | 2.16 | |
| -2.5041 | -1.47 | |
| -1.0997 | -0.59 | |
| 2.6287 | 1.86 | |
| 0.4425 | 0.30 | |
| -2.8852 | -2.15 |
Estimation Period:
Jun 5, 2012 to Nov 22, 2019
Jun 5, 2012 to Nov 22, 2019
News Impact Curve
Volatility Forecasts
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