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

V-Lab

Chong Hing Bank Ltd 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
$ω$	1.2413	2.37
$α$	0.4079	2.79
$β$	0.5022	5.80
$γ_{1}$	0.2074	2.60
$γ_{2}$	-0.4621	-3.25
$γ_{3}$	0.3705	2.57
$γ_{4}$	-0.1794	-0.90
$γ_{5}$	0.2064	0.94
$γ_{6}$	-0.2930	-1.80
$γ_{7}$	0.3477	2.78
$γ_{8}$	-0.5480	-4.03
$γ_{9}$	0.6934	4.27
$γ_{10}$	-0.6895	-3.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts