V-Lab: Lenovo Group Ltd MF2-GARCH Volatility Analysis

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V-Lab

Lenovo Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:39.23% (+0.64%)

Analysis last updated: Sunday, May 19, 2024 at 12:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1697	29.30
$β$	0.4381	26.90
$γ$	0.0790	7.28
$λ_{1}$	0.0377	1.45
$λ_{2}$	0.0396	3.43
$λ_{3}$	0.9575	75.78

Estimation Period:
Feb 14, 1994 to May 17, 2024

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