V-Lab: Virtus Health Ltd GARCH Volatility Analysis

V-Lab

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V-Lab

Virtus Health Ltd GARCH Volatility Analysis

Volatility Prediction for Monday, August 8th, 2022:31.44% (-1.06%)

Analysis last updated: Saturday, August 6, 2022 at 06:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2081	12.62
$α$	0.0751	11.89
$β$	0.8860	140.84

Estimation Period:
Jun 11, 2013 to Aug 5, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts