V-Lab
SBS Media Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 22nd, 2021:23.44% (-0.38%)
Analysis last updated: Wednesday, July 20, 2022 at 01:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0303 | 3.02 | |
| 0.1542 | 5.18 | |
| 0.6595 | 11.73 | |
| -1.1235 | -1.59 | |
| 2.1001 | 2.07 | |
| -1.7323 | -3.02 | |
| 1.1982 | 2.55 | |
| -0.5117 | -1.20 | |
| -0.6351 | -1.79 | |
| 1.9294 | 4.97 | |
| -2.0824 | -4.41 | |
| 1.3812 | 2.04 | |
| -0.9390 | -1.00 |
Estimation Period:
Mar 24, 2008 to Nov 19, 2021
Mar 24, 2008 to Nov 19, 2021
News Impact Curve
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