V-Lab: Chasys Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chasys Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:45.83% (-2.27%)

Analysis last updated: Thursday, May 2, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5812	5.40
$α$	0.1470	7.73
$β$	0.8019	28.74
$γ_{1}$	-0.0210	-0.30
$γ_{2}$	0.1082	0.97
$γ_{3}$	-0.1959	-2.50
$γ_{4}$	0.2357	2.90
$γ_{5}$	-0.2080	-2.03
$γ_{6}$	0.0850	0.78
$γ_{7}$	0.0081	0.10

Estimation Period:
Aug 11, 1999 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts