V-Lab: MDA Ltd EGARCH Volatility Analysis

V-Lab

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V-Lab

MDA Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:43.14% (-2.34%)

Analysis last updated: Thursday, May 2, 2024 at 02:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5522	5.38
$α$	0.4118	12.56
$β$	0.7154	14.26
$γ$	-0.1027	-6.31

Estimation Period:
Apr 2, 2021 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts