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

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V-Lab

Chinyang Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:7.74% (-0.29%)

Analysis last updated: Sunday, May 19, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1433	3.26
$α$	0.1676	7.49
$β$	0.7735	31.18
$γ_{1}$	-1.2877	-3.04
$γ_{2}$	2.0278	3.08
$γ_{3}$	-1.2946	-2.02
$γ_{4}$	1.2571	1.83
$γ_{5}$	-1.7156	-3.47
$γ_{6}$	1.9370	5.19
$γ_{7}$	-1.3437	-3.32
$γ_{8}$	0.9165	2.09
$γ_{9}$	-1.1823	-1.96
$γ_{10}$	0.6709	0.78

Estimation Period:
Feb 15, 2008 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts