V-Lab: Anam Electronics Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Anam Electronics Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:27.81% (+0.12%)

Analysis last updated: Saturday, May 11, 2024 at 03:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.1829	30.65
$β$	0.7467	88.10
$γ$	-0.0466	-5.84
$λ_{1}$	0.1913	6.07
$λ_{2}$	0.0421	4.91
$λ_{3}$	0.9465	90.54

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

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