V-Lab
V-Lab

Seah Besteel Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:39.31% (-1.43%)

Analysis last updated: Sunday, April 21, 2024 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Seah Besteel Holdings Corp S0GARCH
paramt-stat
ω0.76149.96
α0.125110.36
β0.806146.04
γ10.07365.11
γ2-0.1492-6.51
γ30.11076.52
γ4-0.0549-3.56
γ50.04963.42
γ6-0.0443-3.84
Estimation Period:
Mar 12, 1991 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts