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

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V-Lab

MMA Offshore Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.36% (+0.53%)

Analysis last updated: Saturday, April 20, 2024 at 08:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5611	7.15
$α$	0.1606	6.55
$β$	0.6246	9.05
$γ_{1}$	0.1567	1.97
$γ_{2}$	-0.3560	-2.51
$γ_{3}$	0.4346	3.65
$γ_{4}$	-0.4507	-5.20
$γ_{5}$	0.3300	4.74
$γ_{6}$	0.0293	0.42
$γ_{7}$	-0.3288	-4.55
$γ_{8}$	0.2633	3.36
$γ_{9}$	-0.1891	-1.54
$γ_{10}$	0.1855	0.83

Estimation Period:
Jun 21, 1999 to Apr 19, 2024

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