V-Lab: Mobimo Holding AG MF2-GARCH Volatility Analysis

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V-Lab

Mobimo Holding AG MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:7.19% (-14.12%)

Analysis last updated: Friday, May 3, 2024 at 05:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.6882	6882260.00
$β$	0.0618	617740.00
$γ$	0.5000	5000000.00
$λ_{1}$	1.4592	27.50
$λ_{2}$	0.3688	27.41
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 23, 2005 to Apr 30, 2024

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Volatility Forecasts