V-Lab: ALUKO Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

ALUKO Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:44.08% (-1.36%)

Analysis last updated: Saturday, April 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0275	4.24
$α$	0.1028	4.85
$β$	0.8210	28.59
$γ_{1}$	-0.1493	-0.90
$γ_{2}$	0.1349	0.56
$γ_{3}$	0.1826	1.22
$γ_{4}$	-0.4202	-2.98
$γ_{5}$	0.5263	3.05
$γ_{6}$	-0.4303	-2.06
$γ_{7}$	0.1839	1.09

Estimation Period:
Jun 7, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts