V-Lab: AUK Corp MF2-GARCH Volatility Analysis

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V-Lab

AUK Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:32.95% (-0.70%)

Analysis last updated: Saturday, April 27, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0647	5.63
$β$	0.4196	5.41
$γ$	0.1105	11.14
$λ_{1}$	0.8485	0.52
$λ_{2}$	0.1623	0.41
$λ_{3}$	0.7599	1.39

Estimation Period:
Oct 16, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts