V-Lab: Century Co Ltd/The MF2-GARCH Volatility Analysis

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V-Lab

Century Co Ltd/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:86.16% (+3.35%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.2399	22.16
$β$	0.6962	32.43
$γ$	-0.0697	-5.18
$λ_{1}$	9.2179	0.23
$λ_{2}$	0.2978	0.18
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts