V-Lab: Major Drilling Group International Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Major Drilling Group International Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:32.21% (-0.71%)

Analysis last updated: Tuesday, April 23, 2024 at 02:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6411	5.92
$α$	0.0636	7.94
$β$	0.9080	75.61
$γ_{1}$	-0.0514	-4.54
$γ_{2}$	0.0702	4.37
$γ_{3}$	-0.0244	-2.43
$γ_{4}$	0.0080	1.05

Estimation Period:
Mar 10, 1995 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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