V-Lab: MIC Co Ltd EGARCH Volatility Analysis

V-Lab

MIC Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:58.61% (-1.67%)

Analysis last updated: Thursday, June 5, 2025 at 10:53 PM UTC

Date Range:

from

to

6M ·

Parameter Estimates

	param	t-stat
$ω$	1.2691	7.62
$α$	0.4781	3.45
$β$	0.6149	19.12
$γ$	-0.3711	-2.52

Estimation Period:
Dec 25, 2024 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts