V-Lab: LX International Corp MF2-GARCH Volatility Analysis

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V-Lab

LX International Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:29.01% (-0.04%)

Analysis last updated: Saturday, April 27, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0785	24.39
$β$	0.8167	106.21
$γ$	0.0491	9.70
$λ_{1}$	0.0434	3.44
$λ_{2}$	0.0336	4.28
$λ_{3}$	0.9613	102.45

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts