V-Lab
V-Lab

SBS Media Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 22nd, 2021:28.78% (-0.32%)

Analysis last updated: Wednesday, July 20, 2022 at 01:54 PM UTC

Date Range:

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to

6M ·

1Y ·

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10Y ·

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graph of SBS Media Holdings Co Ltd S0GARCH
paramt-stat
ω1.04453.07
α0.15385.18
β0.659911.83
γ1-1.0713-1.52
γ22.01441.98
γ3-1.6741-2.92
γ41.15922.46
γ5-0.4947-1.16
γ6-0.6293-1.78
γ71.90095.01
γ8-2.0255-4.69
γ91.26492.40
γ10-0.6350-1.29
Estimation Period:
Mar 24, 2008 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts