V-Lab: Seah Besteel Holdings Corp AGARCH Volatility Analysis

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V-Lab

Seah Besteel Holdings Corp AGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:37.18% (-1.52%)

Analysis last updated: Saturday, April 20, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1765	20.32
$α$	0.0944	37.83
$β$	0.8932	328.00
$γ$	0.1943	3.71

Estimation Period:
Mar 12, 1991 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts