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

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V-Lab

Ihs Holding Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:31.02% (+0.39%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6427	4.57
$α$	0.0145	0.47
$β$	0.0000	0.00
$γ_{1}$	10.4554	0.74
$γ_{2}$	-18.9196	-0.90
$γ_{3}$	25.0599	1.56
$γ_{4}$	-44.6809	-2.31
$γ_{5}$	51.0645	2.23
$γ_{6}$	-43.9663	-1.60
$γ_{7}$	52.4592	2.19
$γ_{8}$	-65.7860	-3.50
$γ_{9}$	69.8040	4.11
$γ_{10}$	-91.3461	-4.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts