V-Lab: Chin Yang Chemical Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chin Yang Chemical Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:26.97% (-1.17%)

Analysis last updated: Thursday, May 16, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5974	3.32
$α$	0.1811	8.35
$β$	0.7576	28.24
$γ_{1}$	-0.1663	-1.13
$γ_{2}$	0.3665	1.80
$γ_{3}$	-0.2882	-2.27
$γ_{4}$	-0.0049	-0.04
$γ_{5}$	0.3057	2.21
$γ_{6}$	-0.4365	-2.57
$γ_{7}$	0.5117	3.64
$γ_{8}$	-0.5726	-5.16
$γ_{9}$	0.3956	3.98

Estimation Period:
Jan 29, 2001 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts