V-Lab: Sambu Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Sambu Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:69.21% (-3.03%)

Analysis last updated: Thursday, April 18, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6864	5.67
$α$	0.1548	8.72
$β$	0.7644	31.26
$γ_{1}$	-0.0030	-0.05
$γ_{2}$	0.0558	0.54
$γ_{3}$	-0.1319	-1.65
$γ_{4}$	0.0682	0.99
$γ_{5}$	0.0610	0.93
$γ_{6}$	-0.0628	-0.95
$γ_{7}$	0.0907	1.10
$γ_{8}$	-0.2331	-2.42
$γ_{9}$	0.2656	3.05
$γ_{10}$	-0.1444	-2.44

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Sambu Engineering & Construction Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH