V-Lab: HLB Global Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

HLB Global Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:176.67% (-21.84%)

Analysis last updated: Wednesday, May 22, 2024 at 01:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.1526	23.22
$β$	0.7599	94.38
$γ$	-0.0401	-5.37
$λ_{1}$	0.0250	2.31
$λ_{2}$	0.0109	4.85
$λ_{3}$	0.9878	347.09

Estimation Period:
Mar 23, 1990 to May 17, 2024

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