V-Lab: JGC Holdings Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

JGC Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:54.34% (+7.00%)

Analysis last updated: Friday, May 17, 2024 at 01:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0619	17.31
$β$	0.7753	101.70
$γ$	0.0908	17.75
$λ_{1}$	0.0637	2.72
$λ_{2}$	0.0437	2.91
$λ_{3}$	0.9461	49.68

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts