V-Lab: InvoCare Ltd MF2-GARCH Volatility Analysis

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V-Lab

InvoCare Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 30th, 2023:15.38% (-0.04%)

Analysis last updated: Friday, December 1, 2023 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0862	9.81
$β$	0.7091	19.30
$γ$	0.0500	5.02
$λ_{1}$	0.1176	0.47
$λ_{2}$	0.0423	0.44
$λ_{3}$	0.9151	4.90

Estimation Period:
Dec 4, 2003 to Nov 24, 2023

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Volatility Forecasts