V-Lab
V-Lab

SAI Global Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 13th, 2016:23.13% (+0.01%)

Analysis last updated: Monday, December 12, 2016 at 06:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of SAI Global Ltd S0GARCH
paramt-stat
ω0.74085.29
α0.07513.30
β0.60465.08
γ1-0.3275-1.90
γ20.62722.53
γ3-0.7021-4.01
γ40.63793.92
γ5-0.2678-1.60
γ60.02950.17
γ70.00580.04
Estimation Period:
Dec 17, 2003 to Dec 9, 2016
Impact of return on volatility tomorrow
Volatility Forecasts