V-Lab: Inzi Controls Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Inzi Controls Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:24.52% (-0.75%)

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
$α$	0.1985	26.38
$β$	0.6588	51.98
$γ$	-0.0026	-0.26
$λ_{1}$	0.0660	4.67
$λ_{2}$	0.0293	6.70
$λ_{3}$	0.9645	182.23

Estimation Period:
Jun 23, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts