V-Lab
V-Lab

Sungchang Enterprise Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:24.57% (-0.66%)

Analysis last updated: Sunday, April 21, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sungchang Enterprise Holdings Ltd S0GARCH
paramt-stat
ω0.69055.92
α0.13559.00
β0.821640.57
γ1-0.0545-1.24
γ20.13472.02
γ3-0.2056-3.69
γ40.20063.30
γ5-0.1266-2.12
γ60.10861.82
γ7-0.1345-2.05
γ80.16242.97
γ9-0.1164-3.61
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts