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 Monday, April 22nd, 2024:55.58% (+1.84%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8584	5.41
$α$	0.1649	5.26
$β$	0.6681	11.86
$γ_{1}$	-0.8931	-2.95
$γ_{2}$	1.3372	3.03
$γ_{3}$	-0.9191	-3.44
$γ_{4}$	1.0060	2.72
$γ_{5}$	-0.9030	-1.77
$γ_{6}$	0.6591	1.45
$γ_{7}$	-0.4814	-1.44
$γ_{8}$	0.3865	1.18
$γ_{9}$	-0.2743	-0.73
$γ_{10}$	0.0408	0.14

Estimation Period:
Feb 22, 2008 to Apr 19, 2024

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