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

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V-Lab

PetroChina Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:32.02% (-0.58%)

Analysis last updated: Wednesday, May 15, 2024 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.0463	18.43
$β$	0.9120	231.88
$γ$	0.0138	4.66
$λ_{1}$	0.3686	2.50
$λ_{2}$	0.2728	2.74
$λ_{3}$	0.6336	4.63

Estimation Period:
Apr 7, 2000 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts