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

V-Lab

| |

V-Lab

HICL Infrastructure Co Ltd/Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:14.69% (-0.65%)

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
$ω$	0.5832	2.83
$α$	0.1869	6.10
$β$	0.5002	7.93
$γ_{1}$	0.0318	0.10
$γ_{2}$	-0.4397	-0.94
$γ_{3}$	0.7739	2.98
$γ_{4}$	-0.5489	-2.53
$γ_{5}$	0.3596	2.28
$γ_{6}$	-0.1585	-1.09
$γ_{7}$	-0.2415	-1.34
$γ_{8}$	0.4895	2.57
$γ_{9}$	-0.6980	-3.17

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other HICL Infrastructure Co Ltd/Fund Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH