V-Lab: HanChang Paper Co Ltd AGARCH Volatility Analysis

V-Lab

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V-Lab

HanChang Paper Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:23.61% (-0.59%)

Analysis last updated: Thursday, May 2, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2761	24.77
$α$	0.1660	38.38
$β$	0.8305	224.15
$γ$	-0.1657	-2.87

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts