V-Lab: China Unicom Hong Kong Ltd MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

China Unicom Hong Kong Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:35.41% (-0.27%)

Analysis last updated: Tuesday, November 12, 2024 at 08:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0876	18.57
$β$	0.7618	49.40
$γ$	0.0297	4.71
$λ_{1}$	0.1058	1.67
$λ_{2}$	0.1366	1.93
$λ_{3}$	0.8474	10.37

Estimation Period:
Jun 22, 2000 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts