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

V-Lab

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V-Lab

Chinyang Poly Urethane Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:44.84% (+0.40%)

Analysis last updated: Saturday, May 18, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7458	7.81
$α$	0.2121	8.17
$β$	0.6601	17.65
$γ_{1}$	-0.0025	-0.08
$γ_{2}$	0.0143	0.31
$γ_{3}$	-0.1251	-3.10
$γ_{4}$	0.2864	5.11
$γ_{5}$	-0.3516	-6.17
$γ_{6}$	0.3266	7.05
$γ_{7}$	-0.2025	-4.29
$γ_{8}$	0.0707	1.10

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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