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Phuong Dong Petroleum Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 25th, 2025:0.00% (0.00%)
Analysis last updated: Saturday, April 26, 2025 at 05:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Phuong Dong Petroleum SGARCH
paramt-stat
ω0.0763762,970.00
α0.13821,381,870.00
β0.86188,618,130.00
γ1-2.4635-24,634,880.00
γ26.754367,543,380.00
γ3-2.0313-20,312,940.00
γ4-80.0669-800,668,500.00
Estimation Period:
Sep 29, 2009 to Apr 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts