V-Lab: ChinHung International Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

ChinHung International Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:21.55% (-0.08%)

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
$ω$	0.4326	9.01
$α$	0.1994	10.91
$β$	0.6749	22.76
$γ_{1}$	0.0260	0.62
$γ_{2}$	0.0183	0.28
$γ_{3}$	-0.1400	-2.93
$γ_{4}$	0.0887	1.79
$γ_{5}$	0.0570	1.09
$γ_{6}$	-0.0843	-1.35
$γ_{7}$	0.0275	0.32
$γ_{8}$	0.0714	0.70
$γ_{9}$	-0.1851	-1.91
$γ_{10}$	0.1964	3.03

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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