V-Lab: Green Cross Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Green Cross Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:30.06% (-1.57%)

Analysis last updated: Friday, May 3, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7580	5.06
$α$	0.1688	8.01
$β$	0.7445	27.11
$γ_{1}$	0.0429	0.90
$γ_{2}$	-0.0394	-0.58
$γ_{3}$	-0.0961	-2.04
$γ_{4}$	0.1789	4.05
$γ_{5}$	-0.1200	-2.28
$γ_{6}$	0.0534	0.86
$γ_{7}$	-0.0231	-0.40
$γ_{8}$	-0.0220	-0.51
$γ_{9}$	0.0437	1.79

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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