V-Lab: REA Group Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

REA Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:26.44% (-2.25%)

Analysis last updated: Thursday, May 2, 2024 at 03:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1179	18.38
$β$	0.6219	42.69
$γ$	0.0453	4.99
$λ_{1}$	0.0148	1.88
$λ_{2}$	0.0206	3.94
$λ_{3}$	0.9760	145.53

Estimation Period:
Dec 1, 1999 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts