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

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V-Lab

ANA Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:20.06% (-1.55%)

Analysis last updated: Sunday, April 28, 2024 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0835	12.98
$β$	0.6653	48.23
$γ$	0.1043	13.17
$λ_{1}$	0.0156	2.78
$λ_{2}$	0.0305	4.83
$λ_{3}$	0.9647	129.36

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts