V-Lab: In the F Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

In the F Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.53% (-0.77%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6714	6.13
$α$	0.1192	6.43
$β$	0.8249	27.10
$γ_{1}$	-0.0385	-0.69
$γ_{2}$	0.1628	1.93
$γ_{3}$	-0.2679	-4.36
$γ_{4}$	0.1682	2.65
$γ_{5}$	0.0286	0.39
$γ_{6}$	-0.1369	-1.35
$γ_{7}$	0.1861	1.60
$γ_{8}$	-0.1480	-1.48
$γ_{9}$	-0.0006	-0.01
$γ_{10}$	0.0864	1.37

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts