V-Lab: OCI Holdings Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

OCI Holdings Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:35.54% (-0.59%)

Analysis last updated: Saturday, April 27, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0676	21.74
$β$	0.7936	20.65
$γ$	0.0207	4.42
$λ_{1}$	0.1551	1.81
$λ_{2}$	0.0421	0.82
$λ_{3}$	0.9438	15.54

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

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Volatility Forecasts