V-Lab: Monadelphous Group Ltd GJR-GARCH Volatility Analysis

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V-Lab

Monadelphous Group Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:31.33% (-0.78%)

Analysis last updated: Saturday, May 4, 2024 at 07:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0981	16.65
$α$	0.0454	15.65
$β$	0.9262	377.13
$γ$	0.0259	4.40

Estimation Period:
Jan 11, 1996 to May 3, 2024

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Volatility Forecasts