V-Lab: Ihs Holding Ltd GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Ihs Holding Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:69.96% (-0.55%)

Analysis last updated: Thursday, May 2, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0987	1.60
$α$	0.0000	0.00
$β$	0.9796	128.50
$γ$	0.0275	4.81

Estimation Period:
Oct 14, 2021 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts