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

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V-Lab

Sung Bo Chemicals Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:19.04% (-0.27%)

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
$ω$	1.0754	7.71
$α$	0.1894	8.23
$β$	0.7036	27.43
$γ_{1}$	-0.0443	-1.20
$γ_{2}$	0.1216	2.15
$γ_{3}$	-0.2041	-5.10
$γ_{4}$	0.2401	6.29
$γ_{5}$	-0.1871	-4.32
$γ_{6}$	0.0950	2.03
$γ_{7}$	-0.0413	-0.89
$γ_{8}$	0.1259	2.59
$γ_{9}$	-0.2615	-2.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts