V-Lab: MMA Offshore Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

MMA Offshore Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.54% (+0.52%)

Analysis last updated: Saturday, April 20, 2024 at 08:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4928	7.02
$α$	0.1614	6.56
$β$	0.6217	8.94
$γ_{1}$	0.1195	1.49
$γ_{2}$	-0.2984	-2.08
$γ_{3}$	0.3987	3.32
$γ_{4}$	-0.4244	-4.87
$γ_{5}$	0.3143	4.51
$γ_{6}$	0.0343	0.49
$γ_{7}$	-0.3263	-4.59
$γ_{8}$	0.2586	3.71
$γ_{9}$	-0.1864	-2.23
$γ_{10}$	0.1879	2.62

Estimation Period:
Jun 21, 1999 to Apr 19, 2024

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