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

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V-Lab

SGC Energy Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.90% (-0.84%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9612	9.90
$α$	0.1554	8.84
$β$	0.6850	20.25
$γ_{1}$	0.1217	2.59
$γ_{2}$	-0.2271	-3.06
$γ_{3}$	0.0195	0.35
$γ_{4}$	0.2705	5.07
$γ_{5}$	-0.3052	-5.41
$γ_{6}$	0.1728	3.16
$γ_{7}$	-0.0765	-1.25
$γ_{8}$	0.0670	1.11
$γ_{9}$	-0.0499	-0.65
$γ_{10}$	-0.1504	-0.80

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

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