V-Lab: HS Industries Co Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

HS Industries Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:26.97% (+2.70%)

Analysis last updated: Saturday, May 11, 2024 at 03:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1534	19.22
$β$	0.6353	41.52
$γ$	0.0257	2.52
$λ_{1}$	0.0313	2.62
$λ_{2}$	0.0302	5.29
$λ_{3}$	0.9668	151.49

Estimation Period:
Sep 11, 1995 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts