V-Lab
V-Lab

Mi Chang Oil Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:22.50% (+2.98%)

Analysis last updated: Thursday, March 28, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mi Chang Oil Industrial Co Ltd S0GARCH
paramt-stat
ω1.14216.76
α0.13125.16
β0.828128.68
γ10.04032.01
γ2-0.1083-3.37
γ30.11495.04
γ4-0.0708-3.33
γ50.04722.14
γ6-0.0311-1.57
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts