V-Lab: Retail Food Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Retail Food Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:45.79% (-0.31%)

Analysis last updated: Saturday, May 4, 2024 at 06:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9932	5.15
$α$	0.1515	5.02
$β$	0.6486	9.71
$γ_{1}$	-0.2565	-1.73
$γ_{2}$	0.3196	1.47
$γ_{3}$	0.0469	0.29
$γ_{4}$	-0.1747	-0.97
$γ_{5}$	0.3142	2.27
$γ_{6}$	-0.6678	-5.60
$γ_{7}$	0.6716	4.71
$γ_{8}$	-0.3200	-3.27

Estimation Period:
Jun 22, 2006 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts