V-Lab: OCI Holdings Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

OCI Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:44.42% (-0.23%)

Analysis last updated: Saturday, May 11, 2024 at 03:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6917	6.03
$α$	0.0736	8.59
$β$	0.8905	65.09
$γ_{1}$	-0.0874	-1.60
$γ_{2}$	0.2288	2.73
$γ_{3}$	-0.3193	-5.02
$γ_{4}$	0.2265	3.88
$γ_{5}$	0.0500	0.95
$γ_{6}$	-0.2531	-4.75
$γ_{7}$	0.2866	4.22
$γ_{8}$	-0.2016	-2.49
$γ_{9}$	0.1462	1.56
$γ_{10}$	-0.1577	-1.77

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts