V-Lab: Chinyang Holdings Corp MF2-GARCH Volatility Analysis

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V-Lab

Chinyang Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:8.79% (-0.40%)

Analysis last updated: Thursday, May 16, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.1308	18.04
$β$	0.7330	88.97
$γ$	0.0363	3.76
$λ_{1}$	0.0793	4.31
$λ_{2}$	0.4499	12.12
$λ_{3}$	0.5407	15.49

Estimation Period:
Feb 15, 2008 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts