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

V-Lab

MIC Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:3.21% (0.00%)

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

Date Range:

from

to

6M ·

Parameter Estimates

	param	t-stat
$ω$	1.5365	2.50
$α$	0.0000	0.00
$β$	0.5695	0.72
$γ_{1}$	1,382.4020	3.52
$γ_{2}$	-1,312.1630	-1.87
$γ_{3}$	-859.4570	-1.23
$γ_{4}$	1,586.6190	2.32
$γ_{5}$	-1,643.0710	-3.14
$γ_{6}$	1,889.1350	3.69
$γ_{7}$	-2,836.4830	-2.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts