V-Lab: IRESS Ltd MF2-GARCH Volatility Analysis

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V-Lab

IRESS Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:37.09% (-1.59%)

Analysis last updated: Saturday, April 27, 2024 at 07:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0910	14.38
$β$	0.5962	33.40
$γ$	0.0336	3.29
$λ_{1}$	0.0062	0.23
$λ_{2}$	0.0054	0.60
$λ_{3}$	0.9930	61.85

Estimation Period:
Nov 3, 2000 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts