V-Lab: SGC Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SGC Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.30% (-0.63%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9293	9.59
$α$	0.1494	8.48
$β$	0.7009	22.16
$γ_{1}$	0.0975	2.06
$γ_{2}$	-0.1911	-2.55
$γ_{3}$	0.0047	0.08
$γ_{4}$	0.2703	5.01
$γ_{5}$	-0.2974	-5.17
$γ_{6}$	0.1660	2.96
$γ_{7}$	-0.0809	-1.28
$γ_{8}$	0.0996	1.61
$γ_{9}$	-0.1401	-3.32
$γ_{10}$	0.0966	2.24

Estimation Period:
Jan 6, 1993 to Apr 19, 2024

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