V-Lab: MDA Ltd GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

MDA Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:32.81% (-1.80%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6739	5.76
$α$	0.1380	5.71
$β$	0.5453	10.07
$γ$	0.2161	4.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts