V-Lab: RIFA Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

RIFA Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.55% (+0.65%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8500	5.76
$α$	0.1615	7.69
$β$	0.7535	28.45
$γ_{1}$	0.0169	0.28
$γ_{2}$	-0.1355	-1.60
$γ_{3}$	0.1750	3.48
$γ_{4}$	0.0358	0.69
$γ_{5}$	-0.2455	-4.42
$γ_{6}$	0.2666	4.43
$γ_{7}$	-0.2305	-2.97
$γ_{8}$	0.2710	2.40
$γ_{9}$	-0.2600	-2.15

Estimation Period:
Apr 29, 1994 to Apr 19, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts