V-Lab: Youngbo Chemical Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Youngbo Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:13.34% (-0.39%)

Analysis last updated: Thursday, May 16, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3600	3.78
$α$	0.1258	7.89
$β$	0.8196	36.98
$γ_{1}$	-0.0991	-1.00
$γ_{2}$	0.0343	0.22
$γ_{3}$	0.2616	2.30
$γ_{4}$	-0.3228	-3.75
$γ_{5}$	0.1366	1.79
$γ_{6}$	-0.0400	-0.45
$γ_{7}$	0.1763	2.02
$γ_{8}$	-0.4448	-3.54

Estimation Period:
Aug 27, 1997 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts