V-Lab: Resonac Holdings Corp MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Resonac Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:66.36% (-4.90%)

Analysis last updated: Sunday, April 28, 2024 at 01:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0455	19.33
$β$	0.8309	159.26
$γ$	0.1056	23.74
$λ_{1}$	0.0386	5.45
$λ_{2}$	0.0284	6.58
$λ_{3}$	0.9658	182.19

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts