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Sungshin Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.44% (-0.46%)
Analysis last updated: Friday, February 20, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sungshin Cement Co Ltd S0GARCH
paramt-stat
ω0.63496.53
α0.12218.16
β0.826943.04
γ1-0.0239-0.60
γ20.07671.29
γ3-0.1794-4.63
γ40.23686.31
γ5-0.1500-3.68
γ60.03470.82
γ70.02980.73
γ8-0.0839-1.93
γ90.10122.91
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts