V-Lab: Mosaic Co/The MF2-GARCH Volatility Analysis

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V-Lab

Mosaic Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:31.25% (-0.62%)

Analysis last updated: Friday, May 17, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0172	6.42
$β$	0.8638	98.60
$γ$	0.0669	16.59
$λ_{1}$	0.0387	2.06
$λ_{2}$	0.0387	2.92
$λ_{3}$	0.9558	63.33

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts