V-Lab
SBS Media Holdings Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 22nd, 2021:24.61% (-0.92%)
Analysis last updated: Wednesday, July 20, 2022 at 01:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3390 | 16.57 | |
| 0.1538 | 26.55 | |
| 0.7943 | 127.36 | |
| 0.2544 | 3.60 |
Estimation Period:
Mar 24, 2008 to Nov 19, 2021
Mar 24, 2008 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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