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 Tuesday, November 12th, 2024:12.89% (-0.46%)

Analysis last updated: Tuesday, November 12, 2024 at 08:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3927	6.20
$α$	0.1169	9.78
$β$	0.8563	73.33
$γ_{1}$	-0.0157	-3.69
$γ_{2}$	0.0311	5.11
$γ_{3}$	-0.0208	-6.89

Estimation Period:
Jan 1, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts