V-Lab: ALUKO Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

ALUKO Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:48.40% (-1.65%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0821	17.73
$β$	0.8333	89.03
$γ$	0.0136	1.17
$λ_{1}$	5.7515	0.27
$λ_{2}$	0.5173	0.28
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 7, 2007 to Apr 19, 2024

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