V-Lab
V-Lab

SKYCITY Entertainment Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:25.25% (-1.13%)

Analysis last updated: Wednesday, March 27, 2024 at 08:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SKYCITY Entertainment Group Ltd S0GARCH
paramt-stat
ω1.50897.66
α0.10704.97
β0.752820.55
γ10.06970.71
γ20.12980.86
γ3-0.4759-3.85
γ40.44023.22
γ5-0.1885-1.60
γ6-0.0379-0.33
γ70.22112.16
γ8-0.2911-3.04
γ90.16391.95
Estimation Period:
May 13, 1999 to Mar 22, 2024
Impact of return on volatility tomorrow
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