V-Lab: ATA Creativity Global MF2-GARCH Volatility Analysis

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V-Lab

ATA Creativity Global MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:61.13% (+2.21%)

Analysis last updated: Thursday, May 9, 2024 at 09:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.3041	20.69
$β$	0.6203	26.79
$γ$	-0.0989	-4.13
$λ_{1}$	0.1024	2.12
$λ_{2}$	0.0087	1.81
$λ_{3}$	0.9882	192.92

Estimation Period:
Jan 29, 2008 to May 3, 2024

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Impact of return on volatility tomorrow

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