V-Lab: MDA Ltd MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

MDA Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:44.31% (+7.86%)

Analysis last updated: Thursday, May 9, 2024 at 12:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.3051	14.89
$β$	0.2481	10.45
$γ$	0.1915	6.08
$λ_{1}$	7.8802	0.20
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0762	0.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts