V-Lab: MIC Co Ltd GJR-GARCH Volatility Analysis

V-Lab

MIC Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:63.79% (-0.24%)

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

Date Range:

from

to

6M ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	4.38
$α$	0.0022	0.29
$β$	0.6835	10.62
$γ$	0.1967	1.38

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts