V-Lab: Ihs Holding Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Ihs Holding Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:54.56% (-0.19%)

Analysis last updated: Wednesday, May 8, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0000	0.00
$β$	0.9396	60.20
$γ$	0.0435	5.24
$λ_{1}$	8.5310	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.3802	0.00

Estimation Period:
Oct 14, 2021 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts