V-Lab: E-MART Inc MF2-GARCH Volatility Analysis

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V-Lab

E-MART Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:30.04% (-0.59%)

Analysis last updated: Sunday, May 19, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0525	9.88
$β$	0.7982	41.32
$γ$	-0.0069	-1.08
$λ_{1}$	0.2592	0.25
$λ_{2}$	0.0312	0.29
$λ_{3}$	0.9005	2.38

Estimation Period:
Jun 10, 2011 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts