V-Lab: MMA Offshore Ltd Spline-GARCH Volatility Analysis

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V-Lab

MMA Offshore Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:29.88% (+1.99%)

Analysis last updated: Tuesday, May 7, 2024 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5499	7.11
$α$	0.1617	6.60
$β$	0.6270	9.28
$γ_{1}$	0.1521	1.91
$γ_{2}$	-0.3496	-2.46
$γ_{3}$	0.4311	3.62
$γ_{4}$	-0.4490	-5.17
$γ_{5}$	0.3322	4.76
$γ_{6}$	0.0240	0.34
$γ_{7}$	-0.3242	-4.45
$γ_{8}$	0.2580	3.34
$γ_{9}$	-0.1748	-1.46
$γ_{10}$	0.1331	0.60

Estimation Period:
Jun 21, 1999 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts