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

V-Lab

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V-Lab

Energizer Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:25.68% (-1.38%)

Analysis last updated: Friday, April 26, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1276	8.42
$β$	0.4083	14.04
$γ$	0.1627	6.31
$λ_{1}$	2.2021	0.74
$λ_{2}$	0.5182	4.01
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 12, 2015 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts