V-Lab: Amedeo Air Four Plus Limited Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Amedeo Air Four Plus Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:44.46% (+18.27%)

Analysis last updated: Thursday, May 16, 2024 at 08:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7558	1.35
$α$	0.6489	2.70
$β$	0.1362	1.65
$γ_{1}$	2.6868	1.17
$γ_{2}$	-3.8721	-1.21
$γ_{3}$	2.9490	1.51
$γ_{4}$	-2.9409	-1.76
$γ_{5}$	2.9078	2.29
$γ_{6}$	-4.3727	-2.31
$γ_{7}$	3.7771	1.84
$γ_{8}$	-1.1297	-0.58
$γ_{9}$	-0.6815	-0.36
$γ_{10}$	1.1501	0.80

Estimation Period:
May 12, 2015 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Amedeo Air Four Plus Limited Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH