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

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V-Lab

IsuPetasys Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:68.07% (-1.95%)

Analysis last updated: Thursday, May 2, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0529	12.74
$β$	0.7999	35.31
$γ$	0.0312	4.31
$λ_{1}$	0.0766	1.32
$λ_{2}$	0.0342	2.05
$λ_{3}$	0.9598	47.41

Estimation Period:
Aug 30, 2000 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts