V-Lab: Cheil Worldwide Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Cheil Worldwide Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:17.75% (-0.32%)

Analysis last updated: Thursday, May 16, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0495	12.12
$β$	0.7106	49.35
$γ$	0.0809	13.46
$λ_{1}$	0.0110	0.77
$λ_{2}$	0.0185	2.80
$λ_{3}$	0.9793	121.05

Estimation Period:
Mar 3, 1998 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts