V-Lab: Chongqing Road & Bridge Co AGARCH Volatility Analysis

V-Lab

| |

V-Lab

Chongqing Road & Bridge Co AGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:36.26% (-1.39%)

Analysis last updated: Tuesday, May 14, 2024 at 08:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1381	18.66
$α$	0.1132	46.94
$β$	0.8743	336.90
$γ$	-0.2207	-4.10

Estimation Period:
Jun 18, 1997 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts