V-Lab: Histeel Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Histeel Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:79.83% (-3.60%)

Analysis last updated: Sunday, May 19, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1635	17.29
$β$	0.7170	53.22
$γ$	0.0087	0.59
$λ_{1}$	2.2508	0.51
$λ_{2}$	0.8711	0.51
$λ_{3}$	0.0000	0.00

Estimation Period:
Feb 17, 2003 to May 17, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts