V-Lab
China Petroleum & Chemical Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:25.21% (-0.19%)
Analysis last updated: Sunday, April 21, 2024 at 12:28 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0504 | 20.26 | |
| 0.8832 | 186.26 | |
| 0.0354 | 8.18 | |
| 0.2298 | 4.27 | |
| 0.1932 | 5.42 | |
| 0.7496 | 15.28 |
Estimation Period:
Oct 19, 2000 to Apr 19, 2024
Oct 19, 2000 to Apr 19, 2024
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