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

V-Lab

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V-Lab

Millicom International Cellular SA Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:23.34% (-0.48%)

Analysis last updated: Friday, May 3, 2024 at 07:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5307	3.64
$α$	0.1060	4.18
$β$	0.6999	11.17
$γ_{1}$	0.2341	1.12
$γ_{2}$	-0.4520	-1.60
$γ_{3}$	0.3267	2.74
$γ_{4}$	-0.0432	-0.43
$γ_{5}$	-0.1657	-1.49
$γ_{6}$	0.1917	1.95
$γ_{7}$	-0.0794	-0.74
$γ_{8}$	-0.2313	-1.07

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

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Volatility Forecasts

Volatility Forecasts