V-Lab: Sung Bo Chemicals Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Sung Bo Chemicals Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:18.55% (-0.18%)

Analysis last updated: Friday, May 3, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.1657	34.78
$β$	0.8264	205.32
$γ$	-0.0228	-2.87
$λ_{1}$	6.0307	0.51
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.4466	0.38

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

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