V-Lab
Mi Chang Oil Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:12.37% (-0.90%)
Analysis last updated: Saturday, May 11, 2024 at 03:55 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9032 | 6.05 | |
| 0.1220 | 7.04 | |
| 0.8263 | 34.25 | |
| -0.0490 | -1.09 | |
| 0.1146 | 1.75 | |
| -0.2220 | -4.93 | |
| 0.2867 | 6.03 | |
| -0.1861 | -3.46 | |
| 0.0760 | 1.23 | |
| -0.0354 | -0.55 | |
| 0.0914 | 1.22 | |
| -0.2931 | -1.29 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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