V-Lab: Mi Chang Oil Industrial Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Mi Chang Oil Industrial Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.53% (-1.40%)

Analysis last updated: Saturday, April 27, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9069	6.07
$α$	0.1220	7.00
$β$	0.8266	33.95
$γ_{1}$	-0.0488	-1.09
$γ_{2}$	0.1145	1.75
$γ_{3}$	-0.2222	-4.93
$γ_{4}$	0.2866	6.02
$γ_{5}$	-0.1859	-3.45
$γ_{6}$	0.0757	1.22
$γ_{7}$	-0.0351	-0.55
$γ_{8}$	0.0911	1.21
$γ_{9}$	-0.2923	-1.28

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Mi Chang Oil Industrial Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH