V-Lab: Mullen Group Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Mullen Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:25.55% (-0.32%)

Analysis last updated: Wednesday, April 17, 2024 at 02:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3477	5.70
$α$	0.0908	7.20
$β$	0.8239	31.45
$γ_{1}$	0.0214	0.61
$γ_{2}$	-0.0575	-1.15
$γ_{3}$	0.0809	2.70
$γ_{4}$	-0.0927	-3.51
$γ_{5}$	0.0983	3.90
$γ_{6}$	-0.0716	-2.94
$γ_{7}$	0.0220	1.23

Estimation Period:
Dec 14, 1993 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts