V-Lab: Enex Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Enex Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:18.68% (-0.19%)

Analysis last updated: Saturday, May 11, 2024 at 03:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1304	23.10
$β$	0.7272	74.24
$γ$	-0.0291	-3.69
$λ_{1}$	1.0312	0.97
$λ_{2}$	0.6618	0.95
$λ_{3}$	0.2750	0.36

Estimation Period:
Jul 10, 1995 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts