V-Lab: Mondi PLC MF2-GARCH Volatility Analysis

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V-Lab

Mondi PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:24.29% (-0.11%)

Analysis last updated: Saturday, May 11, 2024 at 01:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8673	110.28
$γ$	0.0914	18.15
$λ_{1}$	1.0336	0.17
$λ_{2}$	0.7197	0.17
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 29, 2007 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts