V-Lab: Chong Hing Bank Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Chong Hing Bank Ltd Zero Slope Spline-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
$ω$	1.1081	3.59
$α$	0.3649	3.44
$β$	0.5369	7.13
$γ_{1}$	0.1734	2.16
$γ_{2}$	-0.4038	-2.82
$γ_{3}$	0.3264	2.22
$γ_{4}$	-0.1441	-0.70
$γ_{5}$	0.1749	0.77
$γ_{6}$	-0.2575	-1.54
$γ_{7}$	0.3058	2.40
$γ_{8}$	-0.4937	-3.60
$γ_{9}$	0.5922	3.91
$γ_{10}$	-0.3478	-2.91

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts