V-Lab: Western Union Co/The MF2-GARCH Volatility Analysis

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V-Lab

Western Union Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:24.62% (-0.85%)

Analysis last updated: Tuesday, April 30, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0852	8.48
$β$	0.7813	86.47
$γ$	0.0523	5.14
$λ_{1}$	0.0040	0.86
$λ_{2}$	0.0033	1.46
$λ_{3}$	0.9954	253.74

Estimation Period:
Sep 21, 2006 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts