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

V-Lab

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V-Lab

HMM Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:52.35% (-4.96%)

Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1228	26.46
$β$	0.7130	69.54
$γ$	0.0173	2.37
$λ_{1}$	0.7499	1.69
$λ_{2}$	0.2676	1.94
$λ_{3}$	0.6871	4.12

Estimation Period:
Oct 5, 1995 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts