V-Lab: CLP Holdings Ltd MF2-GARCH Volatility Analysis

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V-Lab

CLP Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:17.25% (-0.80%)

Analysis last updated: Tuesday, April 30, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0994	24.99
$β$	0.7553	94.14
$γ$	0.0716	10.03
$λ_{1}$	0.0048	5.93
$λ_{2}$	0.0404	7.39
$λ_{3}$	0.9571	162.97

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts