V-Lab: LX International Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

LX International Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:29.21% (-0.26%)

Analysis last updated: Saturday, May 11, 2024 at 03:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0782	24.36
$β$	0.8167	106.65
$γ$	0.0496	9.80
$λ_{1}$	0.0422	3.46
$λ_{2}$	0.0321	4.32
$λ_{3}$	0.9629	108.04

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts