V-Lab
V-Lab

Mi Chang Oil Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:21.20% (+0.97%)

Analysis last updated: Friday, May 3, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mi Chang Oil Industrial Co Ltd S0GARCH
paramt-stat
ω1.13836.82
α0.13075.26
β0.828429.08
γ10.03921.98
γ2-0.1065-3.35
γ30.11385.03
γ4-0.0704-3.35
γ50.04742.22
γ6-0.0318-1.68
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts