V-Lab: MIC Co Ltd MF2-GARCH Volatility Analysis

V-Lab

MIC Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:15.78% (-1.94%)

Analysis last updated: Thursday, June 5, 2025 at 10:54 PM UTC

Date Range:

from

to

6M ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0000	260.00
$β$	0.7477	7,477,080.00
$γ$	0.3987	3,987,020.00
$λ_{1}$	0.0011	11,380.00
$λ_{2}$	0.0031	30,930.00
$λ_{3}$	0.0000	200.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts