V-Lab: Freehold Royalties Ltd EGARCH Volatility Analysis

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V-Lab

Freehold Royalties Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:16.72% (-0.69%)

Analysis last updated: Thursday, April 25, 2024 at 01:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0205	10.40
$α$	0.1303	36.08
$β$	0.9896	1372.49
$γ$	-0.0543	-13.25

Estimation Period:
Feb 20, 1997 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts