V-Lab
V-Lab

SGC Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:29.43% (+2.33%)

Analysis last updated: Thursday, March 28, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SGC Energy Co Ltd S0GARCH
paramt-stat
ω0.96199.89
α0.15368.60
β0.693821.52
γ10.10742.26
γ2-0.2014-2.67
γ30.00340.06
γ40.27245.01
γ5-0.2957-5.10
γ60.16262.88
γ7-0.0803-1.29
γ80.10071.70
γ9-0.1376-3.18
γ100.09161.93
Estimation Period:
Jan 6, 1993 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts