V-Lab: Green Cross Holdings Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Green Cross Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.01% (-2.65%)

Analysis last updated: Saturday, April 27, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2289	26.65
$β$	0.5974	42.58
$γ$	-0.0635	-6.32
$λ_{1}$	0.0721	3.69
$λ_{2}$	0.0400	6.15
$λ_{3}$	0.9502	116.81

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts