V-Lab: Atlas Arteria Ltd MF2-GARCH Volatility Analysis

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Atlas Arteria Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:20.14% (-0.46%)

Analysis last updated: Saturday, December 13, 2025 at 09:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0192	7.24
$β$	0.7564	46.83
$γ$	0.0867	12.09
$λ_{1}$	1.0559	0.86
$λ_{2}$	0.6333	3.39
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 26, 2010 to Dec 12, 2025

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Volatility Forecasts