V-Lab: Monadelphous Group Ltd MF2-GARCH Volatility Analysis

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V-Lab

Monadelphous Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:26.53% (-1.07%)

Analysis last updated: Saturday, May 4, 2024 at 07:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1898	20.00
$β$	0.3745	19.01
$γ$	-0.0034	-0.29
$λ_{1}$	0.0776	1.16
$λ_{2}$	0.0528	2.18
$λ_{3}$	0.9344	29.40

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts