V-Lab: E Media Holdings Ltd MF2-GARCH Volatility Analysis

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V-Lab

E Media Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:60.14% (-5.29%)

Analysis last updated: Friday, May 3, 2024 at 01:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0533	6.96
$β$	0.7075	28.55
$γ$	0.0617	4.14
$λ_{1}$	7.3513	0.26
$λ_{2}$	0.4027	0.25
$λ_{3}$	0.3620	0.15

Estimation Period:
Jan 5, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts