V-Lab: Labat Africa Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Labat Africa Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:0.00% (0.00%)

Analysis last updated: Saturday, May 18, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	21.6049	3.99
$α$	0.4085	131.42
$β$	0.5894	198.37
$γ_{1}$	0.6322	2.67
$γ_{2}$	-0.7464	-2.26
$γ_{3}$	0.1780	0.97
$γ_{4}$	-0.2132	-0.88
$γ_{5}$	0.0224	0.06
$γ_{6}$	0.6282	1.60
$γ_{7}$	-5.9843	-18.81
$γ_{8}$	10.6495	52.68

Estimation Period:
May 6, 1992 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts