V-Lab: KC Cottrell Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

KC Cottrell Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:166.20% (-52.58%)

Analysis last updated: Saturday, May 11, 2024 at 03:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0995	11.16
$β$	0.4534	16.98
$γ$	0.1530	8.72
$λ_{1}$	0.2546	0.97
$λ_{2}$	0.0438	1.21
$λ_{3}$	0.9315	18.85

Estimation Period:
Jan 29, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts