V-Lab: Avenir Telecom Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Avenir Telecom Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:77.25% (+0.97%)

Analysis last updated: Friday, May 3, 2024 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7076	3.14
$α$	0.0692	6.58
$β$	0.8931	48.39
$γ_{1}$	-0.1460	-1.38
$γ_{2}$	0.1147	0.79
$γ_{3}$	0.1916	2.47
$γ_{4}$	-0.3291	-4.18
$γ_{5}$	0.3845	4.29
$γ_{6}$	-0.3765	-3.48
$γ_{7}$	0.1926	1.68
$γ_{8}$	-0.0368	-0.47

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts