V-Lab: Aeon Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Aeon Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:19.58% (-0.75%)

Analysis last updated: Wednesday, May 1, 2024 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0674	23.07
$β$	0.8224	116.52
$γ$	0.0484	10.44
$λ_{1}$	0.0261	4.02
$λ_{2}$	0.0647	3.68
$λ_{3}$	0.9288	48.50

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

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