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

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V-Lab

Chasys Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:117.20% (-8.14%)

Analysis last updated: Sunday, May 19, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3496	5.00
$α$	0.1485	7.18
$β$	0.7890	24.78
$γ_{1}$	-0.1833	-1.37
$γ_{2}$	0.3267	1.55
$γ_{3}$	-0.1470	-0.85
$γ_{4}$	-0.0548	-0.31
$γ_{5}$	0.0232	0.13
$γ_{6}$	0.2678	1.38
$γ_{7}$	-0.5003	-2.42
$γ_{8}$	0.4432	2.13
$γ_{9}$	-0.4136	-1.83
$γ_{10}$	0.7991	2.71

Estimation Period:
Aug 11, 1999 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts