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

V-Lab

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V-Lab

China Waste Corp Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 20th, 2016:43.31% (-82.01%)

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
$ω$	0.6922	3.12
$α$	0.3007	3.33
$β$	0.0000	0.00
$γ_{1}$	-3.0412	-1.94
$γ_{2}$	3.9457	1.79
$γ_{3}$	-0.7973	-0.58
$γ_{4}$	0.2832	0.22
$γ_{5}$	-2.1807	-1.63
$γ_{6}$	3.8609	2.90
$γ_{7}$	-3.6718	-2.98
$γ_{8}$	0.4389	0.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts