Skip to main content
V-Lab

Sambu Engineering & Construction Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:74.52% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sambu Engineering & Construction Co Ltd SGARCH
paramt-stat
ω0.68016.09
α0.15658.95
β0.764931.79
γ10.00740.20
γ20.03050.53
γ3-0.1389-3.10
γ40.16874.25
γ5-0.0847-1.99
γ60.08601.54
γ7-0.1893-2.84
γ80.20283.04
γ9-0.0617-0.65
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts