V-Lab: Acrux Ltd MF2-GARCH Volatility Analysis

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V-Lab

Acrux Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:75.22% (+0.03%)

Analysis last updated: Saturday, May 18, 2024 at 08:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.2648	5.64
$β$	0.0325	1.20
$γ$	-0.1821	-4.99
$λ_{1}$	3.7292	0.20
$λ_{2}$	0.4884	0.21
$λ_{3}$	0.2842	0.08

Estimation Period:
Sep 29, 2004 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts