V-Lab: Sungchang Enterprise Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sungchang Enterprise Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:24.82% (-0.85%)

Analysis last updated: Saturday, April 20, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6897	5.91
$α$	0.1356	8.99
$β$	0.8216	40.41
$γ_{1}$	-0.0551	-1.25
$γ_{2}$	0.1358	2.03
$γ_{3}$	-0.2062	-3.69
$γ_{4}$	0.2007	3.29
$γ_{5}$	-0.1264	-2.12
$γ_{6}$	0.1082	1.82
$γ_{7}$	-0.1342	-2.06
$γ_{8}$	0.1623	3.01
$γ_{9}$	-0.1162	-3.63

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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