V-Lab: MV Oil Trust Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

MV Oil Trust Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:46.90% (+17.75%)

Analysis last updated: Friday, May 10, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5415	2.22
$α$	0.2314	5.88
$β$	0.7270	21.60
$γ_{1}$	-0.4687	-1.57
$γ_{2}$	0.5954	1.51
$γ_{3}$	-0.2050	-1.05
$γ_{4}$	0.3570	2.03
$γ_{5}$	-0.6391	-3.93
$γ_{6}$	0.6806	3.29
$γ_{7}$	-0.6611	-2.24
$γ_{8}$	0.5346	1.12

Estimation Period:
Jan 19, 2007 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts