V-Lab
V-Lab

STX Engine Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:28.22% (-2.18%)

Analysis last updated: Thursday, March 28, 2024 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of STX Engine Co Ltd S0GARCH
paramt-stat
ω1.24856.67
α0.13865.64
β0.734114.08
γ1-0.0374-0.19
γ20.36001.17
γ3-0.7222-3.59
γ40.59983.11
γ5-0.0785-0.37
γ6-0.2144-0.67
γ7-0.3188-0.79
γ81.16793.54
γ9-1.4683-6.36
γ101.03516.38
Estimation Period:
May 10, 2004 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts