V-Lab: Capro Corp MF2-GARCH Volatility Analysis

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V-Lab

Capro Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:18.83% (0.00%)

Analysis last updated: Thursday, May 9, 2024 at 12:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.1031	21.37
$β$	0.7569	65.82
$γ$	0.0261	3.90
$λ_{1}$	2.6361	0.63
$λ_{2}$	0.7894	0.60
$λ_{3}$	0.0207	0.01

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts