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

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V-Lab

Labat Africa Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:0.00% (0.00%)

Analysis last updated: Friday, May 17, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	26.0602	4.40
$α$	0.3857	16.41
$β$	0.6128	25.78
$γ_{1}$	0.7797	2.10
$γ_{2}$	-0.7733	-1.54
$γ_{3}$	-0.0162	-0.05
$γ_{4}$	-0.0789	-0.21
$γ_{5}$	0.2109	0.42
$γ_{6}$	-0.8713	-1.29
$γ_{7}$	2.2085	3.21
$γ_{8}$	-4.5769	-2.53
$γ_{9}$	9.5611	1.92
$γ_{10}$	-48.5078	-6.16

Estimation Period:
May 6, 1992 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts