V-Lab: AFI Development PLC Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

AFI Development PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 21st, 2020:201.78% (+140.01%)

Analysis last updated: Wednesday, June 7, 2023 at 03:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5364	1.55
$α$	0.1479	5.02
$β$	0.8286	26.00
$γ_{1}$	-0.3383	-1.07
$γ_{2}$	0.3105	0.76
$γ_{3}$	0.3817	2.35
$γ_{4}$	-0.8438	-5.57
$γ_{5}$	0.9899	4.26

Estimation Period:
May 3, 2007 to Feb 14, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts