V-Lab: Chinyang Poly Urethane Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Chinyang Poly Urethane Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:44.03% (+2.43%)

Analysis last updated: Saturday, May 4, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7444	7.77
$α$	0.2131	8.22
$β$	0.6591	17.65
$γ_{1}$	-0.0009	-0.03
$γ_{2}$	0.0100	0.22
$γ_{3}$	-0.1194	-2.96
$γ_{4}$	0.2803	5.03
$γ_{5}$	-0.3446	-6.07
$γ_{6}$	0.3163	6.80
$γ_{7}$	-0.1843	-4.09
$γ_{8}$	0.0332	0.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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