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

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V-Lab

Chin Yang Chemical Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:25.49% (-1.23%)

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
$ω$	1.5737	3.26
$α$	0.1822	8.34
$β$	0.7565	28.11
$γ_{1}$	-0.1820	-1.23
$γ_{2}$	0.3897	1.90
$γ_{3}$	-0.2981	-2.35
$γ_{4}$	-0.0036	-0.03
$γ_{5}$	0.3094	2.23
$γ_{6}$	-0.4400	-2.59
$γ_{7}$	0.5075	3.50
$γ_{8}$	-0.5470	-3.57
$γ_{9}$	0.3157	1.20

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts