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

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V-Lab

Mullen Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:22.09% (-0.52%)

Analysis last updated: Saturday, May 18, 2024 at 04:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3532	6.05
$α$	0.0950	7.28
$β$	0.8060	27.68
$γ_{1}$	0.0248	0.74
$γ_{2}$	-0.0623	-1.31
$γ_{3}$	0.0832	2.89
$γ_{4}$	-0.0923	-3.64
$γ_{5}$	0.0905	3.65
$γ_{6}$	-0.0445	-1.54
$γ_{7}$	-0.0544	-0.95

Estimation Period:
Dec 14, 1993 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts