V-Lab: Sung Bo Chemicals Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sung Bo Chemicals Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.70% (-0.08%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0960	7.38
$α$	0.1862	8.29
$β$	0.7178	29.61
$γ_{1}$	-0.0300	-0.77
$γ_{2}$	0.0948	1.59
$γ_{3}$	-0.1789	-4.28
$γ_{4}$	0.2152	5.50
$γ_{5}$	-0.1631	-3.65
$γ_{6}$	0.0686	1.41
$γ_{7}$	-0.0030	-0.06
$γ_{8}$	0.0570	1.11
$γ_{9}$	-0.1056	-2.33

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts