V-Lab
V-Lab

CT Environmental Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 1st, 2019:23.49% (+1.33%)

Analysis last updated: Friday, March 29, 2019 at 09:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of CT Environmental Group Ltd SGARCH
paramt-stat
ω1.58334.07
α0.18702.91
β0.55114.81
γ1-5.6908-1.78
γ29.14621.84
γ3-1.9702-0.51
γ4-4.7191-1.23
γ55.14471.25
γ6-1.9425-0.47
γ70.63550.16
γ8-3.4711-0.65
γ910.13491.66
γ10-21.5497-2.64
Estimation Period:
Sep 25, 2013 to Mar 29, 2019
Impact of return on volatility tomorrow
Volatility Forecasts