V-Lab: Clover Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Clover Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 9th, 2019:26.17% (+0.08%)

Analysis last updated: Tuesday, October 8, 2019 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8142	2.60
$α$	0.2862	4.03
$β$	0.2054	2.31
$γ_{1}$	1.0602	0.81
$γ_{2}$	-1.3903	-0.77
$γ_{3}$	-0.9627	-0.80
$γ_{4}$	3.5745	2.87
$γ_{5}$	-3.6148	-2.91
$γ_{6}$	1.5501	1.29
$γ_{7}$	-0.3452	-0.32
$γ_{8}$	0.9548	0.85
$γ_{9}$	-2.0502	-1.62
$γ_{10}$	1.7050	1.78

Estimation Period:
Dec 14, 2010 to Oct 4, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts