V-Lab
V-Lab

M2 Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 9th, 2016:29.78% (-0.44%)

Analysis last updated: Monday, February 8, 2016 at 06:17 AM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of M2 Group Ltd S0GARCH
paramt-stat
ω1.39655.62
α0.15444.19
β0.52853.58
γ1-0.2851-1.12
γ20.70631.88
γ3-0.9635-3.13
γ40.79322.43
γ5-0.1620-0.59
γ6-0.0738-0.32
γ7-0.0541-0.27
Estimation Period:
Oct 29, 2004 to Feb 5, 2016
Impact of return on volatility tomorrow
Volatility Forecasts