V-Lab: Chinyang Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chinyang Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:10.39% (+0.31%)

Analysis last updated: Saturday, April 27, 2024 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1447	3.25
$α$	0.1687	7.58
$β$	0.7724	31.56
$γ_{1}$	-1.2869	-2.98
$γ_{2}$	2.0232	3.00
$γ_{3}$	-1.2942	-1.98
$γ_{4}$	1.2754	1.84
$γ_{5}$	-1.7474	-3.55
$γ_{6}$	1.9600	5.18
$γ_{7}$	-1.3744	-3.39
$γ_{8}$	1.0228	2.53
$γ_{9}$	-1.4034	-3.06
$γ_{10}$	1.2182	3.36

Estimation Period:
Feb 15, 2008 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts