V-Lab: Infomedia Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Infomedia Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:37.14% (+3.29%)

Analysis last updated: Thursday, May 16, 2024 at 07:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6067	6.04
$α$	0.1711	6.18
$β$	0.4974	6.66
$γ_{1}$	0.0187	2.03
$γ_{2}$	-0.0216	-1.71
$γ_{3}$	0.0034	0.67

Estimation Period:
Aug 16, 2000 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts