V-Lab: Ihs Holding Ltd GJR-GARCH Volatility Analysis

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V-Lab

Ihs Holding Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:76.74% (-0.59%)

Analysis last updated: Friday, April 19, 2024 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0841	1.41
$α$	0.0000	0.00
$β$	0.9814	132.79
$γ$	0.0269	5.05

Estimation Period:
Oct 14, 2021 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts