V-Lab: Next PLC MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Next PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:20.88% (-0.16%)

Analysis last updated: Thursday, May 9, 2024 at 08:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0217	11.03
$β$	0.8742	115.43
$γ$	0.0788	17.58
$λ_{1}$	0.0230	1.88
$λ_{2}$	0.0191	2.68
$λ_{3}$	0.9744	97.98

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts