V-Lab: MDA Ltd GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

MDA Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:33.63% (+0.26%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7031	5.76
$α$	0.1370	5.68
$β$	0.5435	9.96
$γ$	0.2167	4.84

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts