V-Lab: Mondi PLC Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Mondi PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.97% (+15.62%)

Analysis last updated: Saturday, April 20, 2024 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4374	9.25
$α$	0.0529	4.88
$β$	0.9162	56.90
$γ_{1}$	0.0084	2.88

Estimation Period:
Jun 29, 2007 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts