V-Lab: Tongyang Inc MF2-GARCH Volatility Analysis

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V-Lab

Tongyang Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:15.43% (-0.28%)

Analysis last updated: Saturday, May 11, 2024 at 03:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.1397	26.73
$β$	0.7856	120.61
$γ$	-0.0076	-1.19
$λ_{1}$	0.0676	3.72
$λ_{2}$	0.1302	8.99
$λ_{3}$	0.8686	53.58

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

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Volatility Forecasts

Volatility Forecasts