V-Lab: GS Retail Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

GS Retail Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:22.18% (+0.75%)

Analysis last updated: Thursday, May 9, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0327	3.10
$β$	0.2817	8.17
$γ$	0.1597	3.98
$λ_{1}$	0.7317	0.45
$λ_{2}$	0.4553	0.89
$λ_{3}$	0.3714	0.49

Estimation Period:
Dec 23, 2011 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts