V-Lab: HICL Infrastructure Co Ltd/Fund Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

HICL Infrastructure Co Ltd/Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:19.27% (-0.58%)

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
$ω$	0.5808	2.67
$α$	0.1878	5.97
$β$	0.5289	8.09
$γ_{1}$	0.0097	0.03
$γ_{2}$	-0.4057	-0.84
$γ_{3}$	0.7569	2.85
$γ_{4}$	-0.5449	-2.46
$γ_{5}$	0.3682	2.28
$γ_{6}$	-0.1859	-1.25
$γ_{7}$	-0.1722	-0.95
$γ_{8}$	0.3131	1.81
$γ_{9}$	-0.2053	-2.08

Estimation Period:
Mar 29, 2006 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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