V-Lab: MDA Ltd AGARCH Volatility Analysis

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V-Lab

MDA Ltd AGARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:33.40% (-2.14%)

Analysis last updated: Friday, April 26, 2024 at 02:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5926	28.52
$α$	0.3617	15.62
$β$	0.1344	7.82
$γ$	0.7601	6.09

Estimation Period:
Apr 2, 2021 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts