V-Lab: Chin Yang Industry Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Chin Yang Industry Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:17.22% (-0.89%)

Analysis last updated: Thursday, May 16, 2024 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5980	7.59
$α$	0.1566	7.40
$β$	0.7971	34.41
$γ_{1}$	0.1566	4.34
$γ_{2}$	-0.2314	-3.81
$γ_{3}$	0.0338	0.72
$γ_{4}$	0.1064	2.66
$γ_{5}$	-0.1702	-4.39
$γ_{6}$	0.2136	4.67
$γ_{7}$	-0.1067	-2.12
$γ_{8}$	-0.1496	-1.78

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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