V-Lab: Labat Africa Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Labat Africa Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:0.00% (0.00%)

Analysis last updated: Saturday, May 4, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20.4655	4.03
$α$	0.4026	118.68
$β$	0.5950	188.19
$γ_{1}$	0.6360	2.67
$γ_{2}$	-0.7507	-2.26
$γ_{3}$	0.1769	0.95
$γ_{4}$	-0.2050	-0.83
$γ_{5}$	0.0022	0.01
$γ_{6}$	0.6587	1.68
$γ_{7}$	-5.5966	-17.98
$γ_{8}$	9.8489	50.50

Estimation Period:
May 6, 1992 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts