V-Lab: CT Environmental Group Ltd MF2-GARCH Volatility Analysis

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V-Lab

CT Environmental Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 1st, 2019:37.25% (+0.98%)

Analysis last updated: Sunday, March 21, 2021 at 07:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.1116	12.85
$β$	0.5906	20.32
$γ$	0.1318	5.38
$λ_{1}$	5.8079	0.53
$λ_{2}$	0.2119	0.52
$λ_{3}$	0.0000	0.00

Estimation Period:
Sep 25, 2013 to Mar 29, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts