V-Lab: MMA Offshore Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

MMA Offshore Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:29.78% (-0.19%)

Analysis last updated: Saturday, April 27, 2024 at 07:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4941	7.02
$α$	0.1616	6.59
$β$	0.6224	9.00
$γ_{1}$	0.1198	1.49
$γ_{2}$	-0.2990	-2.08
$γ_{3}$	0.3989	3.31
$γ_{4}$	-0.4243	-4.87
$γ_{5}$	0.3141	4.50
$γ_{6}$	0.0346	0.50
$γ_{7}$	-0.3272	-4.60
$γ_{8}$	0.2605	3.74
$γ_{9}$	-0.1904	-2.29
$γ_{10}$	0.1916	2.70

Estimation Period:
Jun 21, 1999 to Apr 26, 2024

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