V-Lab: ALS Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

ALS Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:23.64% (+1.26%)

Analysis last updated: Saturday, May 11, 2024 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1099	15.85
$β$	0.6421	42.33
$γ$	0.0392	3.88
$λ_{1}$	0.0641	0.97
$λ_{2}$	0.0799	1.46
$λ_{3}$	0.9028	12.38

Estimation Period:
Jan 24, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts