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

V-Lab

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V-Lab

GCP Infrastructure Investments Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:19.69% (+0.71%)

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
$ω$	0.6105	2.25
$α$	0.1257	4.84
$β$	0.7099	12.94
$γ_{1}$	0.8540	1.21
$γ_{2}$	-1.3524	-1.48
$γ_{3}$	0.6440	1.46
$γ_{4}$	-0.1262	-0.34
$γ_{5}$	-0.2133	-0.74
$γ_{6}$	0.6073	2.47
$γ_{7}$	-0.7085	-2.36
$γ_{8}$	0.4614	1.30
$γ_{9}$	-0.4677	-0.92

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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