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

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V-Lab

HLB Global Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:226.84% (+156.69%)

Analysis last updated: Sunday, May 19, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7816	2.24
$α$	0.1466	6.60
$β$	0.7316	20.52
$γ_{1}$	-0.0808	-2.24
$γ_{2}$	0.1833	2.85
$γ_{3}$	-0.2214	-3.16
$γ_{4}$	0.1525	2.75
$γ_{5}$	0.0161	0.28
$γ_{6}$	-0.1635	-2.65
$γ_{7}$	0.2343	3.00
$γ_{8}$	-0.1009	-1.00
$γ_{9}$	-0.1207	-1.07
$γ_{10}$	0.1916	0.93

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts