V-Lab: Mhethanol Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Mhethanol Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:16.67% (-0.03%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1917	4.93
$α$	0.1397	8.74
$β$	0.7920	34.13
$γ_{1}$	-0.1180	-1.05
$γ_{2}$	0.1065	0.61
$γ_{3}$	0.0404	0.32
$γ_{4}$	-0.0488	-0.49
$γ_{5}$	0.0144	0.14
$γ_{6}$	0.1127	0.81
$γ_{7}$	-0.3476	-1.91
$γ_{8}$	0.6401	3.16
$γ_{9}$	-0.8202	-4.41
$γ_{10}$	0.6042	5.63

Estimation Period:
Dec 25, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts