V-Lab: Infomedia Ltd GJR-GARCH Volatility Analysis

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V-Lab

Infomedia Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:42.76% (-2.56%)

Analysis last updated: Friday, April 19, 2024 at 08:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3190	16.61
$α$	0.1266	8.68
$β$	0.5148	26.58
$γ$	0.0574	1.98

Estimation Period:
Aug 16, 2000 to Apr 12, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts