V-Lab: Downer EDI Ltd MF2-GARCH Volatility Analysis

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V-Lab

Downer EDI Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:30.59% (+0.05%)

Analysis last updated: Tuesday, May 21, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0372	1.01
$β$	0.3353	3.61
$γ$	0.0407	0.62
$λ_{1}$	2.1240	0.06
$λ_{2}$	0.6165	0.06
$λ_{3}$	0.0395	0.00

Estimation Period:
Jan 4, 1996 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts