V-Lab: Cargotec Oyj MF2-GARCH Volatility Analysis

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V-Lab

Cargotec Oyj MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:30.15% (-0.17%)

Analysis last updated: Friday, May 3, 2024 at 08:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0012	0.39
$β$	0.9776	421.72
$γ$	0.0299	20.72
$λ_{1}$	2.1329	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.6738	0.00

Estimation Period:
Jun 1, 2005 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts