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

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V-Lab

HLB Global Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:52.55% (-1.26%)

Analysis last updated: Saturday, May 4, 2024 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9558	2.15
$α$	0.1448	6.97
$β$	0.7429	22.57
$γ_{1}$	0.0293	0.91
$γ_{2}$	-0.0305	-0.88
$γ_{3}$	-0.0450	-1.41
$γ_{4}$	0.1057	3.17
$γ_{5}$	-0.1445	-4.41
$γ_{6}$	0.2177	6.63
$γ_{7}$	-0.2251	-6.01
$γ_{8}$	0.1114	3.51

Estimation Period:
Mar 23, 1990 to May 3, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts