V-Lab: Major Drilling Group International Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Major Drilling Group International Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:33.34% (-0.79%)

Analysis last updated: Saturday, May 4, 2024 at 05:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6419	5.92
$α$	0.0634	7.93
$β$	0.9082	75.81
$γ_{1}$	-0.0513	-4.54
$γ_{2}$	0.0701	4.37
$γ_{3}$	-0.0245	-2.44
$γ_{4}$	0.0081	1.07

Estimation Period:
Mar 10, 1995 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Major Drilling Group International Inc Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH