V-Lab: Avenir Telecom Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Avenir Telecom Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:44.17% (-1.17%)

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
$ω$	0.6481	4.49
$α$	0.1510	6.70
$β$	0.7042	18.20
$γ_{1}$	-0.1493	-2.13
$γ_{2}$	0.0961	0.99
$γ_{3}$	0.2399	4.30
$γ_{4}$	-0.3832	-6.92
$γ_{5}$	0.4577	7.38
$γ_{6}$	-0.4927	-6.24
$γ_{7}$	0.3639	3.65
$γ_{8}$	-0.3779	-3.17

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts