V-Lab
China Petroleum & Chemical Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:23.69% (-0.68%)
Analysis last updated: Saturday, May 11, 2024 at 04:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2515 | 9.97 | |
| 0.0651 | 6.70 | |
| 0.9125 | 75.23 | |
| 0.0017 | 1.13 |
Estimation Period:
Oct 19, 2000 to May 3, 2024
Oct 19, 2000 to May 3, 2024
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