V-Lab: Ortivus AB MF2-GARCH Volatility Analysis

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V-Lab

Ortivus AB MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:158.75% (+47.00%)

Analysis last updated: Saturday, May 4, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.2055	12.83
$β$	0.5263	17.16
$γ$	-0.0088	-0.38
$λ_{1}$	10.0000	0.55
$λ_{2}$	0.4013	0.53
$λ_{3}$	0.4381	0.41

Estimation Period:
Nov 13, 1995 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts