V-Lab: MDA Ltd APARCH Volatility Analysis

V-Lab

| |

V-Lab

MDA Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:42.73% (+7.77%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7515	5.17
$α$	0.2306	11.70
$β$	0.5756	10.77
$γ$	0.2837	7.31
$δ$	1.1486	5.07

Estimation Period:
Apr 2, 2021 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts