V-Lab: SNT Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SNT Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:58.70% (+8.52%)

Analysis last updated: Thursday, April 18, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8617	5.42
$α$	0.1654	5.26
$β$	0.6678	11.81
$γ_{1}$	-0.8943	-2.96
$γ_{2}$	1.3409	3.04
$γ_{3}$	-0.9235	-3.46
$γ_{4}$	1.0098	2.73
$γ_{5}$	-0.9077	-1.78
$γ_{6}$	0.6658	1.47
$γ_{7}$	-0.4897	-1.47
$γ_{8}$	0.3960	1.20
$γ_{9}$	-0.2853	-0.76
$γ_{10}$	0.0491	0.16

Estimation Period:
Feb 22, 2008 to Apr 12, 2024

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