V-Lab
Monadelphous Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:29.76% (-1.08%)
Analysis last updated: Tuesday, May 7, 2024 at 07:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 18.55 | |
| 0.1200 | 29.93 | |
| 0.9803 | 795.04 | |
| -0.0143 | -3.74 |
Estimation Period:
Jan 11, 1996 to May 3, 2024
Jan 11, 1996 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Monadelphous Group Ltd Analyses