V-Lab: Century Co Ltd/The MF2-GARCH Volatility Analysis

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V-Lab

Century Co Ltd/The MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:52.01% (-5.29%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.2401	22.20
$β$	0.6957	32.49
$γ$	-0.0701	-5.20
$λ_{1}$	9.1776	0.23
$λ_{2}$	0.2991	0.18
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Impact of return on volatility tomorrow

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Volatility Forecasts