V-Lab: Tetragon Financial Group Ltd/Fund Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Tetragon Financial Group Ltd/Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:28.68% (-1.66%)

Analysis last updated: Tuesday, November 12, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2547	3.67
$α$	0.1911	7.08
$β$	0.7257	19.14
$γ_{1}$	-0.4608	-2.91
$γ_{2}$	0.6996	2.94
$γ_{3}$	-0.4105	-2.40
$γ_{4}$	0.3579	2.29
$γ_{5}$	-0.2316	-1.57
$γ_{6}$	0.0424	0.38
$γ_{7}$	-0.0044	-0.07

Estimation Period:
Apr 19, 2007 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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