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 Monday, November 11th, 2024:25.49% (-1.09%)

Analysis last updated: Sunday, November 10, 2024 at 04:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6045	2.15
$α$	0.1245	4.94
$β$	0.7207	13.89
$γ_{1}$	0.8096	1.12
$γ_{2}$	-1.3006	-1.39
$γ_{3}$	0.6535	1.50
$γ_{4}$	-0.1749	-0.47
$γ_{5}$	-0.1351	-0.46
$γ_{6}$	0.5124	2.22
$γ_{7}$	-0.6068	-2.37
$γ_{8}$	0.3062	1.13
$γ_{9}$	-0.1334	-0.70

Estimation Period:
Jul 20, 2010 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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