V-Lab: MDA Ltd EGARCH Volatility Analysis

V-Lab

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V-Lab

MDA Ltd EGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:34.01% (+0.95%)

Analysis last updated: Friday, April 19, 2024 at 02:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5605	5.41
$α$	0.4122	12.57
$β$	0.7121	14.10
$γ$	-0.1039	-6.37

Estimation Period:
Apr 2, 2021 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts