V-Lab: Chong Hing Bank Ltd MF2-GARCH Volatility Analysis

V-Lab

Chong Hing Bank Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Analysis last updated: Thursday, September 2, 2021 at 03:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.4666	14.57
$β$	0.4481	23.40
$γ$	-0.0999	-2.40
$λ_{1}$	0.0151	2.74
$λ_{2}$	0.0164	5.32
$λ_{3}$	0.9816	252.34

Estimation Period:
Jul 11, 1994 to Aug 20, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts