V-Lab: Iron Road Ltd MF2-GARCH Volatility Analysis

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V-Lab

Iron Road Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:48.12% (-0.82%)

Analysis last updated: Saturday, April 27, 2024 at 07:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1219	20.85
$β$	0.6276	55.55
$γ$	-0.0123	-1.46
$λ_{1}$	0.0372	4.97
$λ_{2}$	1.0000	16.85
$λ_{3}$	0.0000	0.06

Estimation Period:
Jun 12, 2008 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts