V-Lab: Ihs Holding Ltd MF2-GARCH Volatility Analysis

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V-Lab

Ihs Holding Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:58.95% (-0.66%)

Analysis last updated: Friday, April 26, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0000	0.00
$β$	0.9424	64.91
$γ$	0.0424	5.01
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.2794	0.00

Estimation Period:
Oct 14, 2021 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts