V-Lab: Huvis Corp MF2-GARCH Volatility Analysis

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V-Lab

Huvis Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:26.91% (-0.67%)

Analysis last updated: Saturday, April 27, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.1059	7.60
$β$	0.7997	71.01
$γ$	-0.0029	-0.20
$λ_{1}$	2.4463	0.15
$λ_{2}$	0.4648	0.15
$λ_{3}$	0.0000	0.00

Estimation Period:
Feb 23, 2012 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts