V-Lab: Silex Systems Ltd GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Silex Systems Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:57.81% (+0.85%)

Analysis last updated: Thursday, May 2, 2024 at 03:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9854	12.94
$α$	0.1110	13.37
$β$	0.8545	104.81
$γ$	-0.0076	-0.76

Estimation Period:
May 7, 1998 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts