V-Lab: In the F Co Ltd MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

In the F Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:26.90% (-0.20%)

Analysis last updated: Saturday, May 11, 2024 at 03:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2523	32.08
$β$	0.5444	35.43
$γ$	-0.1041	-8.22
$λ_{1}$	0.1384	2.90
$λ_{2}$	0.0342	3.12
$λ_{3}$	0.9581	74.55

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

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