V-Lab: Myer Holdings Ltd MF2-GARCH Volatility Analysis

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V-Lab

Myer Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:50.40% (-0.35%)

Analysis last updated: Thursday, May 2, 2024 at 03:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0001	0.09
$β$	0.9612	226.37
$γ$	0.0416	7.87
$λ_{1}$	0.0045	0.81
$λ_{2}$	0.0055	2.02
$λ_{3}$	0.9944	314.39

Estimation Period:
Nov 2, 2009 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts