V-Lab: HDC Holdings Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

HDC Holdings Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:35.78% (-0.65%)

Analysis last updated: Saturday, May 11, 2024 at 03:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0366	12.12
$β$	0.9556	304.72
$γ$	0.0076	3.39
$λ_{1}$	10.0000	0.19
$λ_{2}$	0.1555	0.19
$λ_{3}$	0.0000	0.00

Estimation Period:
Dec 3, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts