V-Lab: Guoco Group Ltd GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Guoco Group Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:53.34% (-4.73%)

Analysis last updated: Saturday, April 20, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1088	11.63
$α$	0.1261	14.15
$β$	0.8355	153.47
$γ$	0.0579	5.14

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts