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

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V-Lab

Enex Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:11.34% (-0.37%)

Analysis last updated: Thursday, May 9, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6365	5.57
$α$	0.1011	7.68
$β$	0.8286	36.48
$γ_{1}$	-0.1216	-1.44
$γ_{2}$	0.0393	0.32
$γ_{3}$	0.0918	1.03
$γ_{4}$	0.0853	0.93
$γ_{5}$	-0.2108	-2.01
$γ_{6}$	0.3052	2.39
$γ_{7}$	-0.4034	-3.61
$γ_{8}$	0.3805	4.70
$γ_{9}$	-0.2899	-3.15
$γ_{10}$	-0.0657	-0.40

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts