V-Lab: Able C&C Co Ltd MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Able C&C Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:48.34% (-1.18%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0755	19.09
$β$	0.8410	123.10
$γ$	0.0049	0.87
$λ_{1}$	1.1185	0.88
$λ_{2}$	0.1492	0.91
$λ_{3}$	0.7566	2.77

Estimation Period:
Feb 4, 2005 to Apr 19, 2024

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