V-Lab: MDA Ltd GARCH Volatility Analysis

V-Lab

| |

V-Lab

MDA Ltd GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:34.94% (-2.15%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1745	7.30
$α$	0.2134	11.87
$β$	0.4873	10.26

Estimation Period:
Apr 2, 2021 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts