V-Lab: Charm Engineering Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Charm Engineering Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:44.00% (-0.18%)

Analysis last updated: Saturday, May 11, 2024 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5741	5.42
$α$	0.1395	6.98
$β$	0.7842	27.57
$γ_{1}$	-0.0231	-0.50
$γ_{2}$	0.1021	1.57
$γ_{3}$	-0.1906	-4.63
$γ_{4}$	0.0976	2.28
$γ_{5}$	0.0901	2.03
$γ_{6}$	-0.1498	-3.27
$γ_{7}$	0.1389	2.67
$γ_{8}$	-0.1025	-1.72
$γ_{9}$	0.1188	1.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts