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

V-Lab

| |

V-Lab

Green Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.69% (-0.89%)

Analysis last updated: Wednesday, May 1, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0859	2.77
$α$	0.1630	5.52
$β$	0.6428	10.11
$γ_{1}$	0.5880	1.98
$γ_{2}$	-0.9124	-2.40
$γ_{3}$	0.4576	1.75
$γ_{4}$	-0.2841	-1.30
$γ_{5}$	0.3183	1.79
$γ_{6}$	-0.2482	-1.40
$γ_{7}$	0.0333	0.16
$γ_{8}$	0.4844	2.04
$γ_{9}$	-0.9168	-3.71
$γ_{10}$	0.6010	2.75

Estimation Period:
Oct 20, 2005 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts