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

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V-Lab

Sungchang Enterprise Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:21.16% (+4.21%)

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
$ω$	0.6469	5.86
$α$	0.1354	8.85
$β$	0.8180	38.82
$γ_{1}$	-0.0758	-1.77
$γ_{2}$	0.1689	2.61
$γ_{3}$	-0.2290	-4.29
$γ_{4}$	0.2200	3.75
$γ_{5}$	-0.1438	-2.48
$γ_{6}$	0.1270	2.18
$γ_{7}$	-0.1621	-2.52
$γ_{8}$	0.2232	3.94
$γ_{9}$	-0.2858	-3.69

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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