V-Lab
V-Lab

SH Energy & Chemical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:24.55% (-0.81%)

Analysis last updated: Wednesday, May 1, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SH Energy & Chemical Co Ltd SGARCH
paramt-stat
ω0.58675.51
α0.17267.64
β0.765328.57
γ1-0.0917-2.12
γ20.17582.86
γ3-0.2230-5.50
γ40.24575.59
γ5-0.1661-3.33
γ60.08751.73
γ7-0.0552-1.00
γ80.08671.24
γ9-0.1707-1.44
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts