V-Lab: Sands China Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sands China Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:41.69% (+6.96%)

Analysis last updated: Wednesday, April 17, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0990	6.97
$α$	0.0626	4.75
$β$	0.9225	74.49
$γ_{1}$	0.0006	0.29

Estimation Period:
Nov 30, 2009 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts