V-Lab
V-Lab

MMA Offshore Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:60.04% (-12.11%)

Analysis last updated: Wednesday, March 27, 2024 at 08:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MMA Offshore Ltd S0GARCH
paramt-stat
ω1.49047.06
α0.15726.50
β0.63039.14
γ10.12481.54
γ2-0.3087-2.13
γ30.40723.36
γ4-0.4281-4.88
γ50.30964.41
γ60.04470.64
γ7-0.3326-4.68
γ80.25823.56
γ9-0.1850-2.09
γ100.18702.50
Estimation Period:
Jun 21, 1999 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts