V-Lab: Sung Bo Chemicals Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sung Bo Chemicals Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.01% (-0.20%)

Analysis last updated: Thursday, May 2, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0805	7.27
$α$	0.1897	8.34
$β$	0.7119	29.09
$γ_{1}$	-0.0310	-0.79
$γ_{2}$	0.0953	1.60
$γ_{3}$	-0.1789	-4.28
$γ_{4}$	0.2174	5.56
$γ_{5}$	-0.1667	-3.74
$γ_{6}$	0.0716	1.47
$γ_{7}$	-0.0037	-0.08
$γ_{8}$	0.0554	1.08
$γ_{9}$	-0.1037	-2.28

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

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Volatility Forecasts

Volatility Forecasts