V-Lab: ENEOS Holdings Inc MF2-GARCH Volatility Analysis

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V-Lab

ENEOS Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:28.20% (-0.85%)

Analysis last updated: Tuesday, April 30, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0157	5.13
$β$	0.8423	71.75
$γ$	0.0612	11.21
$λ_{1}$	0.8998	0.86
$λ_{2}$	0.4175	1.75
$λ_{3}$	0.2703	0.47

Estimation Period:
Apr 1, 2010 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts