V-Lab: MDA Ltd MEM Volatility Analysis

V-Lab

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V-Lab

MDA Ltd MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:40.02% (-1.29%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8951	3.45
$α$	0.3157	14.04
$β$	0.6465	43.33

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts