V-Lab: China Waste Corp Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

China Waste Corp Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 20th, 2016:71.22% (-68.88%)

Analysis last updated: Tuesday, September 20, 2016 at 10:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6914	2.77
$α$	0.3117	3.36
$β$	0.0000	0.00
$γ_{1}$	-3.2906	-1.42
$γ_{2}$	3.7213	1.15
$γ_{3}$	0.1055	0.06
$γ_{4}$	-0.2250	-0.15
$γ_{5}$	-1.0934	-0.60
$γ_{6}$	-0.1370	-0.06
$γ_{7}$	3.5376	1.43
$γ_{8}$	-6.1271	-2.77
$γ_{9}$	5.4466	3.96

Estimation Period:
Feb 2, 1996 to Apr 29, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts