V-Lab: HLB Global Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

HLB Global Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:44.12% (-1.81%)

Analysis last updated: Tuesday, April 30, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9569	2.17
$α$	0.1468	6.85
$β$	0.7322	21.22
$γ_{1}$	0.0341	1.04
$γ_{2}$	-0.0375	-1.08
$γ_{3}$	-0.0432	-1.40
$γ_{4}$	0.1071	3.29
$γ_{5}$	-0.1448	-4.51
$γ_{6}$	0.2109	6.31
$γ_{7}$	-0.2016	-4.15
$γ_{8}$	0.0427	0.50

Estimation Period:
Mar 23, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts