V-Lab: HDC Holdings Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

HDC Holdings Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:40.64% (-0.69%)

Analysis last updated: Saturday, April 27, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0367	12.14
$β$	0.9555	304.29
$γ$	0.0076	3.38
$λ_{1}$	10.0000	0.19
$λ_{2}$	0.1559	0.19
$λ_{3}$	0.0000	0.00

Estimation Period:
Dec 3, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts