V-Lab: MDA Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

MDA Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:29.25% (-5.87%)

Analysis last updated: Thursday, May 2, 2024 at 02:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7915	4.63
$α$	0.2097	3.46
$β$	0.0000	0.00
$γ_{1}$	10.0245	2.82
$γ_{2}$	-11.7959	-2.05
$γ_{3}$	-1.1689	-0.26
$γ_{4}$	7.4072	1.57
$γ_{5}$	-8.8458	-1.45
$γ_{6}$	6.5253	1.38

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts