V-Lab: Sungjee Construction Co Ltd EGARCH Volatility Analysis

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V-Lab

Sungjee Construction Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, October 4th, 2018:221.91% (-73.27%)

Analysis last updated: Monday, March 1, 2021 at 07:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8348	12.85
$α$	0.9369	14.76
$β$	0.7681	55.82
$γ$	-0.2534	-5.30

Estimation Period:
Mar 17, 1995 to Oct 2, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts