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

V-Lab

| |

V-Lab

Mobimo Holding AG Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:18.19% (+2.22%)

Analysis last updated: Friday, May 3, 2024 at 06:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6556	8.72
$α$	0.1541	5.45
$β$	0.7190	16.74
$γ_{1}$	-0.0293	-2.55
$γ_{2}$	0.0441	2.49
$γ_{3}$	-0.0175	-1.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts