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

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V-Lab

Tetragon Financial Group Ltd/Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:30.31% (-1.58%)

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
$ω$	1.2376	3.70
$α$	0.1867	7.37
$β$	0.7277	19.45
$γ_{1}$	-0.4622	-2.94
$γ_{2}$	0.7001	2.97
$γ_{3}$	-0.4048	-2.40
$γ_{4}$	0.3427	2.23
$γ_{5}$	-0.1976	-1.37
$γ_{6}$	-0.0359	-0.30
$γ_{7}$	0.2043	1.16

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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