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

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V-Lab

Clover Industries Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 9th, 2019:15.73% (+0.14%)

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
$ω$	0.8216	2.59
$α$	0.2932	4.15
$β$	0.2175	2.55
$γ_{1}$	1.0526	0.80
$γ_{2}$	-1.3738	-0.76
$γ_{3}$	-0.9794	-0.80
$γ_{4}$	3.5822	2.86
$γ_{5}$	-3.5926	-2.88
$γ_{6}$	1.4496	1.21
$γ_{7}$	-0.0492	-0.05
$γ_{8}$	0.2034	0.20
$γ_{9}$	-0.3901	-0.35
$γ_{10}$	-2.2068	-1.04

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts