V-Lab: Mhethanol Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mhethanol Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:16.19% (-0.37%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1854	4.89
$α$	0.1392	8.74
$β$	0.7931	34.33
$γ_{1}$	-0.1210	-1.07
$γ_{2}$	0.1104	0.63
$γ_{3}$	0.0401	0.32
$γ_{4}$	-0.0514	-0.51
$γ_{5}$	0.0193	0.19
$γ_{6}$	0.1075	0.77
$γ_{7}$	-0.3439	-1.89
$γ_{8}$	0.6386	3.14
$γ_{9}$	-0.8208	-4.39
$γ_{10}$	0.6042	5.63

Estimation Period:
Dec 25, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts