Motor Oil Corinth Refineries MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.86% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0821 | 19.09 | |
| 0.7538 | 58.08 | |
| 0.0588 | 8.92 | |
| 0.0339 | 2.89 | |
| 0.0191 | 3.80 | |
| 0.9756 | 150.56 |
Estimation Period:
May 31, 2004 to Feb 6, 2026
May 31, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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