V-Lab: Sambu Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Sambu Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:109.41% (-12.05%)

Analysis last updated: Thursday, May 2, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6744	5.45
$α$	0.1521	8.75
$β$	0.7695	31.97
$γ_{1}$	-0.0071	-0.11
$γ_{2}$	0.0619	0.59
$γ_{3}$	-0.1361	-1.70
$γ_{4}$	0.0728	1.05
$γ_{5}$	0.0569	0.86
$γ_{6}$	-0.0588	-0.89
$γ_{7}$	0.0861	1.05
$γ_{8}$	-0.2322	-2.41
$γ_{9}$	0.2744	3.11
$γ_{10}$	-0.1574	-2.62

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Sambu Engineering & Construction Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH