V-Lab: MDA Ltd GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

MDA Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:42.55% (-3.79%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6739	5.76
$α$	0.1380	5.71
$β$	0.5453	10.07
$γ$	0.2161	4.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts