V-Lab: Enex Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Enex Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.01% (-1.70%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6347	5.50
$α$	0.1001	7.66
$β$	0.8314	37.03
$γ_{1}$	-0.1234	-1.44
$γ_{2}$	0.0425	0.34
$γ_{3}$	0.0883	0.98
$γ_{4}$	0.0903	0.98
$γ_{5}$	-0.2166	-2.04
$γ_{6}$	0.3105	2.40
$γ_{7}$	-0.4063	-3.61
$γ_{8}$	0.3809	4.68
$γ_{9}$	-0.2900	-3.06
$γ_{10}$	-0.0491	-0.29

Estimation Period:
Jul 10, 1995 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts