V-Lab: Able C&C Co Ltd MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Able C&C Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:44.65% (-1.87%)

Analysis last updated: Tuesday, May 7, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0752	19.08
$β$	0.8416	123.25
$γ$	0.0049	0.87
$λ_{1}$	1.1149	0.87
$λ_{2}$	0.1479	0.90
$λ_{3}$	0.7581	2.76

Estimation Period:
Feb 4, 2005 to May 3, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts