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

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V-Lab

ALUKO Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:39.60% (-0.20%)

Analysis last updated: Saturday, May 11, 2024 at 03:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0212	4.21
$α$	0.1031	4.85
$β$	0.8211	28.30
$γ_{1}$	-0.1547	-0.93
$γ_{2}$	0.1432	0.59
$γ_{3}$	0.1779	1.18
$γ_{4}$	-0.4187	-2.89
$γ_{5}$	0.5318	2.82
$γ_{6}$	-0.4475	-1.67
$γ_{7}$	0.2184	0.54

Estimation Period:
Jun 7, 2007 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts