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

V-Lab

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V-Lab

Labat Africa Ltd Spline-GARCH Volatility Analysis

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

Analysis last updated: Saturday, May 4, 2024 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	25.2678	4.38
$α$	0.3856	16.54
$β$	0.6128	25.98
$γ_{1}$	0.7801	2.11
$γ_{2}$	-0.7735	-1.55
$γ_{3}$	-0.0170	-0.05
$γ_{4}$	-0.0765	-0.21
$γ_{5}$	0.2048	0.41
$γ_{6}$	-0.8544	-1.26
$γ_{7}$	2.1645	3.18
$γ_{8}$	-4.4614	-2.61
$γ_{9}$	9.2870	1.99
$γ_{10}$	-46.8404	-6.28

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts