V-Lab: Reject Shop Ltd/The MF2-GARCH Volatility Analysis

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V-Lab

Reject Shop Ltd/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:49.56% (+10.90%)

Analysis last updated: Saturday, May 18, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.2883	20.78
$β$	0.3803	26.00
$γ$	0.2540	10.98
$λ_{1}$	0.0024	0.31
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9999	476.84

Estimation Period:
Jun 1, 2004 to May 17, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts