V-Lab
V-Lab

Sambu Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:78.00% (-6.67%)

Analysis last updated: Thursday, March 28, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sambu Engineering & Construction Co Ltd S0GARCH
paramt-stat
ω0.68675.69
α0.15798.73
β0.759230.60
γ1-0.0021-0.03
γ20.05370.52
γ3-0.1293-1.62
γ40.06540.95
γ50.06390.97
γ6-0.0660-1.00
γ70.09391.14
γ8-0.2341-2.44
γ90.26223.02
γ10-0.1398-2.36
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts