V-Lab
HICL Infrastructure Co Ltd/Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:12.02% (-4.82%)
Analysis last updated: Sunday, November 10, 2024 at 04:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9999900.00 | |
| 0.0858 | 857600.00 | |
| -0.1715 | -1715000.00 | |
| 0.3037 | 3036940.00 | |
| 0.6570 | 6569970.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Mar 29, 2006 to Nov 8, 2024
Mar 29, 2006 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
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