V-Lab
V-Lab

CT Environmental Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 1st, 2019:51.80% (+0.59%)

Analysis last updated: Friday, March 29, 2019 at 09:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of CT Environmental Group Ltd S0GARCH
paramt-stat
ω1.67994.27
α0.20012.98
β0.52504.33
γ1-3.8082-1.90
γ28.19232.62
γ3-6.9282-2.90
γ43.15681.36
γ50.46390.18
γ6-2.7052-1.08
γ73.85232.18
γ8-3.5458-2.51
Estimation Period:
Sep 25, 2013 to Mar 29, 2019
Impact of return on volatility tomorrow
Volatility Forecasts