V-Lab: Renewables Infrastructure Group Ltd/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Renewables Infrastructure Group Ltd/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:16.03% (-0.72%)

Analysis last updated: Sunday, November 10, 2024 at 04:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5523	5.29
$α$	0.1223	3.93
$β$	0.7706	13.40
$γ_{1}$	-0.1606	-1.87
$γ_{2}$	0.2965	2.35
$γ_{3}$	-0.2112	-2.46
$γ_{4}$	0.0696	1.15

Estimation Period:
Jul 26, 2013 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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