V-Lab: Boral Ltd MF2-GARCH Volatility Analysis

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V-Lab

Boral Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:26.93% (-0.26%)

Analysis last updated: Wednesday, May 8, 2024 at 04:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1262	16.30
$β$	0.5656	14.66
$γ$	0.0137	1.00
$λ_{1}$	0.1450	1.23
$λ_{2}$	0.0767	1.31
$λ_{3}$	0.8857	10.79

Estimation Period:
Feb 22, 2000 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts