V-Lab: Mullen Group Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Mullen Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:44.94% (-3.37%)

Analysis last updated: Tuesday, April 30, 2024 at 01:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3475	5.69
$α$	0.0905	7.20
$β$	0.8249	31.66
$γ_{1}$	0.0211	0.60
$γ_{2}$	-0.0569	-1.14
$γ_{3}$	0.0804	2.68
$γ_{4}$	-0.0922	-3.49
$γ_{5}$	0.0981	3.89
$γ_{6}$	-0.0721	-2.96
$γ_{7}$	0.0227	1.27

Estimation Period:
Dec 14, 1993 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts