V-Lab: Avenir Telecom GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Avenir Telecom GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:50.91% (-0.79%)

Analysis last updated: Friday, May 3, 2024 at 01:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0401	3.50
$α$	0.0197	13.65
$β$	0.9659	665.23
$γ$	0.0288	6.87

Estimation Period:
Nov 19, 1998 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts