V-Lab: SNT Holdings Co Ltd EGARCH Volatility Analysis

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V-Lab

SNT Holdings Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:38.60% (-2.03%)

Analysis last updated: Tuesday, April 16, 2024 at 08:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0368	23.19
$α$	0.1550	36.15
$β$	0.9852	1381.77
$γ$	0.0074	1.78

Estimation Period:
Mar 7, 2000 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts