V-Lab
V-Lab

Meritz Fire & Marine Insurance Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 22nd, 2023:32.25% (-0.17%)

Analysis last updated: Wednesday, February 22, 2023 at 08:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Meritz Fire & Marine Insurance Co Ltd S0GARCH
paramt-stat
ω0.86336.56
α0.11618.82
β0.823045.75
γ10.02790.88
γ2-0.0017-0.04
γ3-0.1303-4.10
γ40.19616.54
γ5-0.1462-4.40
γ60.04551.19
γ70.09932.36
γ8-0.1470-4.02
Estimation Period:
Jan 3, 1990 to Feb 17, 2023
Impact of return on volatility tomorrow
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