V-Lab: Chokwang Leather Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Chokwang Leather Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:12.17% (+1.75%)

Analysis last updated: Thursday, May 9, 2024 at 12:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6883	7.24
$α$	0.2281	6.62
$β$	0.6241	13.30
$γ_{1}$	-0.0987	-2.39
$γ_{2}$	0.2157	3.44
$γ_{3}$	-0.2475	-5.11
$γ_{4}$	0.1385	2.87
$γ_{5}$	0.0650	1.17
$γ_{6}$	-0.1764	-2.75
$γ_{7}$	0.2387	3.14
$γ_{8}$	-0.2839	-2.70
$γ_{9}$	0.2712	2.41
$γ_{10}$	-0.3083	-2.81

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts