V-Lab: Alliance Witan PLC MF2-GARCH Volatility Analysis

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V-Lab

Alliance Witan PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:4.11% (-1.84%)

Analysis last updated: Tuesday, November 12, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9999900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.4864	233.53
$λ_{2}$	0.4705	1155.97
$λ_{3}$	0.0000	0.01

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts