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

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V-Lab

Ihs Holding Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:22.13% (0.00%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0061	0.00
$α$	0.0000	0.00
$β$	1.0000	0.00
$γ_{1}$	4.0160	0.00
$γ_{2}$	-10.1683	-0.00
$γ_{3}$	21.1209	0.01
$γ_{4}$	-42.2525	-0.02
$γ_{5}$	50.1270	0.01
$γ_{6}$	-42.5551	-0.09
$γ_{7}$	49.1495	0.01
$γ_{8}$	-62.7087	-0.02
$γ_{9}$	69.6574	0.01
$γ_{10}$	-104.1600	-0.03

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts