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

V-Lab

| |

V-Lab

Green Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:50.21% (-0.55%)

Analysis last updated: Saturday, May 11, 2024 at 03:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1147	2.75
$α$	0.1653	5.78
$β$	0.6506	11.30
$γ_{1}$	0.6193	2.07
$γ_{2}$	-0.9659	-2.52
$γ_{3}$	0.4997	1.89
$γ_{4}$	-0.3205	-1.44
$γ_{5}$	0.3434	1.90
$γ_{6}$	-0.2512	-1.39
$γ_{7}$	0.0011	0.01
$γ_{8}$	0.5777	2.36
$γ_{9}$	-1.1561	-4.37
$γ_{10}$	1.2263	2.83

Estimation Period:
Oct 20, 2005 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts