V-Lab: ATN International Inc MF2-GARCH Volatility Analysis

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V-Lab

ATN International Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:235.06% (-72.48%)

Analysis last updated: Friday, April 26, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.1951	21.33
$β$	0.5241	33.62
$γ$	0.0188	1.18
$λ_{1}$	0.0142	1.43
$λ_{2}$	0.0260	2.02
$λ_{3}$	0.9740	86.39

Estimation Period:
Nov 14, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts