V-Lab: CLP Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

CLP Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:17.00% (+0.52%)

Analysis last updated: Friday, May 3, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3800	6.08
$α$	0.1185	9.71
$β$	0.8549	72.32
$γ_{1}$	-0.0168	-3.80
$γ_{2}$	0.0326	5.18
$γ_{3}$	-0.0213	-6.82

Estimation Period:
Jan 1, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts