V-Lab: Millicom International Cellular SA Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Millicom International Cellular SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.48% (-0.60%)

Analysis last updated: Friday, May 3, 2024 at 01:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4827	3.49
$α$	0.0975	4.28
$β$	0.7439	14.80
$γ_{1}$	0.2014	0.94
$γ_{2}$	-0.4052	-1.39
$γ_{3}$	0.3067	2.46
$γ_{4}$	-0.0316	-0.30
$γ_{5}$	-0.1855	-1.62
$γ_{6}$	0.2373	2.46
$γ_{7}$	-0.1865	-2.52
$γ_{8}$	0.0625	1.04

Estimation Period:
Mar 30, 2004 to Apr 26, 2024

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