V-Lab: Retail Food Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Retail Food Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:49.61% (-0.32%)

Analysis last updated: Saturday, April 20, 2024 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9929	5.15
$α$	0.1519	5.02
$β$	0.6475	9.64
$γ_{1}$	-0.2564	-1.73
$γ_{2}$	0.3193	1.47
$γ_{3}$	0.0471	0.29
$γ_{4}$	-0.1750	-0.97
$γ_{5}$	0.3149	2.28
$γ_{6}$	-0.6695	-5.61
$γ_{7}$	0.6755	4.73
$γ_{8}$	-0.3252	-3.29

Estimation Period:
Jun 22, 2006 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts