V-Lab: ANA Holdings Inc MF2-GARCH Volatility Analysis

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V-Lab

ANA Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:18.51% (+0.38%)

Analysis last updated: Thursday, May 16, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0835	12.98
$β$	0.6659	48.12
$γ$	0.1033	13.06
$λ_{1}$	0.0159	2.78
$λ_{2}$	0.0307	4.80
$λ_{3}$	0.9644	127.62

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts