V-Lab: Automobile & PCB MF2-GARCH Volatility Analysis

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V-Lab

Automobile & PCB MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:49.97% (-1.52%)

Analysis last updated: Thursday, May 9, 2024 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1544	27.15
$β$	0.7586	68.73
$γ$	-0.0263	-3.13
$λ_{1}$	0.4457	2.85
$λ_{2}$	0.0435	2.82
$λ_{3}$	0.9355	42.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts