V-Lab: Clover Industries Ltd MF2-GARCH Volatility Analysis

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V-Lab

Clover Industries Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 9th, 2019:23.08% (+0.14%)

Analysis last updated: Sunday, March 21, 2021 at 07:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.4628	25.55
$β$	0.2043	10.36
$γ$	-0.3277	-13.20
$λ_{1}$	0.4914	0.79
$λ_{2}$	0.9163	0.96
$λ_{3}$	0.0000	0.00

Estimation Period:
Dec 14, 2010 to Oct 8, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts