V-Lab: TangShan Port Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

TangShan Port Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:25.76% (-0.32%)

Analysis last updated: Saturday, May 11, 2024 at 01:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9064	3.55
$α$	0.1497	4.38
$β$	0.7520	15.81
$γ_{1}$	0.2650	0.43
$γ_{2}$	-0.4729	-0.53
$γ_{3}$	1.0553	1.87
$γ_{4}$	-2.5397	-4.42
$γ_{5}$	3.4653	4.28
$γ_{6}$	-3.3382	-2.87
$γ_{7}$	2.6040	2.40
$γ_{8}$	-1.4330	-1.81
$γ_{9}$	0.6756	1.09
$γ_{10}$	-0.4471	-1.07

Estimation Period:
Jul 5, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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