V-Lab: Ihs Holding Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Ihs Holding Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:79.80% (-1.12%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5954	5.66
$α$	0.0441	1.02
$β$	0.1565	0.15
$γ_{1}$	1.2026	0.67
$γ_{2}$	-3.8313	-1.22
$γ_{3}$	5.2134	1.90
$γ_{4}$	-3.9528	-2.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts