V-Lab: RIFA Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

RIFA Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:26.70% (-0.20%)

Analysis last updated: Tuesday, May 7, 2024 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8518	5.76
$α$	0.1612	7.67
$β$	0.7543	28.53
$γ_{1}$	0.0170	0.29
$γ_{2}$	-0.1359	-1.61
$γ_{3}$	0.1766	3.51
$γ_{4}$	0.0326	0.63
$γ_{5}$	-0.2424	-4.36
$γ_{6}$	0.2653	4.40
$γ_{7}$	-0.2323	-2.98
$γ_{8}$	0.2812	2.42
$γ_{9}$	-0.2985	-2.30

Estimation Period:
Apr 29, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts