V-Lab: MDA Ltd GARCH Volatility Analysis

V-Lab

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V-Lab

MDA Ltd GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:35.19% (-2.27%)

Analysis last updated: Saturday, May 4, 2024 at 05:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1504	7.27
$α$	0.2090	11.84
$β$	0.4918	10.33

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts