V-Lab: CJ Seafood Corp MF2-GARCH Volatility Analysis

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V-Lab

CJ Seafood Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:40.81% (-6.13%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1957	34.81
$β$	0.7915	175.59
$γ$	-0.0814	-9.54
$λ_{1}$	1.9044	1.11
$λ_{2}$	0.8752	1.13
$λ_{3}$	0.0000	0.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts