V-Lab: Sungchang Enterprise Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sungchang Enterprise Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:25.39% (+3.37%)

Analysis last updated: Tuesday, April 30, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6934	5.92
$α$	0.1356	9.02
$β$	0.8219	40.75
$γ_{1}$	-0.0546	-1.25
$γ_{2}$	0.1350	2.02
$γ_{3}$	-0.2060	-3.70
$γ_{4}$	0.2011	3.30
$γ_{5}$	-0.1271	-2.13
$γ_{6}$	0.1085	1.82
$γ_{7}$	-0.1338	-2.04
$γ_{8}$	0.1607	2.94
$γ_{9}$	-0.1140	-3.55

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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