V-Lab
V-Lab

Seah Besteel Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:42.67% (+1.72%)

Analysis last updated: Thursday, April 18, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Seah Besteel Holdings Corp S0GARCH
paramt-stat
ω0.76129.96
α0.125110.36
β0.806046.01
γ10.07385.12
γ2-0.1495-6.52
γ30.11086.52
γ4-0.0550-3.56
γ50.04993.43
γ6-0.0446-3.85
Estimation Period:
Mar 12, 1991 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts