V-Lab: GCP Infrastructure Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

GCP Infrastructure Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:20.62% (+0.66%)

Analysis last updated: Saturday, September 21, 2024 at 12:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6098	2.22
$α$	0.1257	4.87
$β$	0.7141	13.30
$γ_{1}$	0.8429	1.18
$γ_{2}$	-1.3358	-1.45
$γ_{3}$	0.6345	1.43
$γ_{4}$	-0.1216	-0.32
$γ_{5}$	-0.2086	-0.72
$γ_{6}$	0.5863	2.40
$γ_{7}$	-0.6565	-2.28
$γ_{8}$	0.3423	1.16
$γ_{9}$	-0.1650	-0.82

Estimation Period:
Jul 20, 2010 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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