V-Lab
V-Lab
China Petroleum & Chemical Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:24.25% (-0.65%)

Analysis last updated: Saturday, May 11, 2024 at 04:07 AM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of China Petroleum & Chemical Corp MF2-GARCH
paramt-stat
m106
α0.050320.24
β0.8834186.34
γ0.03538.16
λ10.23154.25
λ20.19495.39
λ30.747315.01
Estimation Period:
Oct 19, 2000 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts