V-Lab: Jiangsu Yabang Dyestuff Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Jiangsu Yabang Dyestuff Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:57.00% (-5.64%)

Analysis last updated: Thursday, May 16, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9436	3.27
$α$	0.1236	5.86
$β$	0.8155	25.05
$γ_{1}$	-1.5872	-3.18
$γ_{2}$	2.7863	4.08
$γ_{3}$	-2.0749	-5.34
$γ_{4}$	1.4768	3.60
$γ_{5}$	-1.0233	-2.43
$γ_{6}$	0.6311	1.94

Estimation Period:
Sep 9, 2014 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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