V-Lab: MDA Ltd Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

MDA Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:39.37% (-0.14%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2617	4.30
$α$	0.3189	22.54
$β$	0.6491	40.25
$γ$	0.0575	4.03
$δ$	1.0155	8.54

Estimation Period:
Apr 6, 2021 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts