V-Lab
V-Lab

SM Bexel Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:142.24% (+1.96%)

Analysis last updated: Thursday, March 28, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SM Bexel Co Ltd S0GARCH
paramt-stat
ω0.99492.18
α0.151214.94
β0.838742.80
γ1-0.0178-0.10
γ2-0.0826-0.32
γ30.11980.70
γ4-0.0438-0.28
γ50.11180.76
γ6-0.2580-1.73
γ70.51903.53
γ8-1.0462-6.26
γ91.62819.41
γ10-1.3894-13.47
Estimation Period:
Dec 27, 1994 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts