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

V-Lab

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V-Lab

HICL Infrastructure Co Ltd/Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:13.73% (-0.42%)

Analysis last updated: Saturday, September 21, 2024 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5867	2.84
$α$	0.1904	6.17
$β$	0.4920	7.92
$γ_{1}$	0.0464	0.14
$γ_{2}$	-0.4674	-0.97
$γ_{3}$	0.7881	2.94
$γ_{4}$	-0.5414	-2.46
$γ_{5}$	0.3333	2.09
$γ_{6}$	-0.1127	-0.72
$γ_{7}$	-0.2934	-1.51
$γ_{8}$	0.5279	2.66
$γ_{9}$	-0.7107	-3.34

Estimation Period:
Mar 29, 2006 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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