V-Lab: Metro Inc MF2-GARCH Volatility Analysis

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V-Lab

Metro Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:15.53% (-0.41%)

Analysis last updated: Thursday, May 2, 2024 at 02:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.1184	16.19
$β$	0.6582	38.13
$γ$	0.0366	3.30
$λ_{1}$	0.0498	1.33
$λ_{2}$	0.0948	1.54
$λ_{3}$	0.8788	10.99

Estimation Period:
Jan 19, 1993 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts