V-Lab
V-Lab

Mi Chang Oil Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:23.40% (-1.28%)

Analysis last updated: Saturday, April 27, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mi Chang Oil Industrial Co Ltd S0GARCH
paramt-stat
ω1.13826.82
α0.13055.28
β0.828729.23
γ10.03931.98
γ2-0.1065-3.35
γ30.11385.02
γ4-0.0704-3.35
γ50.04762.22
γ6-0.0320-1.69
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts