V-Lab: Yangmei Chemical Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Yangmei Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:27.88% (-2.36%)

Analysis last updated: Thursday, May 16, 2024 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6369	4.49
$α$	0.1633	8.61
$β$	0.7447	27.50
$γ_{1}$	0.1129	1.99
$γ_{2}$	-0.1983	-2.56
$γ_{3}$	0.1974	4.28
$γ_{4}$	-0.2188	-4.53
$γ_{5}$	0.1865	4.05
$γ_{6}$	-0.1573	-3.29
$γ_{7}$	0.1682	2.93
$γ_{8}$	-0.2384	-2.44

Estimation Period:
Nov 19, 1993 to May 10, 2024

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Volatility Forecasts

Volatility Forecasts