V-Lab
V-Lab

Mhethanol Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:19.40% (-1.00%)

Analysis last updated: Thursday, March 28, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mhethanol Co Ltd S0GARCH
paramt-stat
ω1.21674.98
α0.13768.66
β0.797334.68
γ1-0.1113-0.97
γ20.09740.55
γ30.04430.35
γ4-0.0514-0.50
γ50.01490.14
γ60.11710.80
γ7-0.3551-1.91
γ80.64243.17
γ9-0.8030-4.34
γ100.57615.42
Estimation Period:
Dec 25, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts