V-Lab: MDA Ltd Asy. MEM Volatility Analysis

V-Lab

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V-Lab

MDA Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:39.63% (-0.41%)

Analysis last updated: Thursday, May 9, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9010	9.01
$α$	0.2725	13.54
$β$	0.6516	43.81
$γ$	0.0732	2.38

Estimation Period:
Apr 6, 2021 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts