V-Lab: Equus Total Return Inc MF2-GARCH Volatility Analysis

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V-Lab

Equus Total Return Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:33.90% (-2.48%)

Analysis last updated: Thursday, May 16, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1893	23.79
$β$	0.7363	56.86
$γ$	-0.0330	-1.73
$λ_{1}$	0.0179	3.74
$λ_{2}$	0.0291	6.80
$λ_{3}$	0.9689	199.57

Estimation Period:
Sep 11, 1992 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts