V-Lab
Sungchang Enterprise Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:27.15% (-1.21%)
Analysis last updated: Thursday, May 2, 2024 at 11:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6915 | 5.92 | |
| 0.1357 | 9.02 | |
| 0.8216 | 40.77 | |
| -0.0541 | -1.24 | |
| 0.1338 | 2.01 | |
| -0.2048 | -3.69 | |
| 0.2006 | 3.30 | |
| -0.1272 | -2.13 | |
| 0.1090 | 1.82 | |
| -0.1346 | -2.04 | |
| 0.1622 | 2.93 | |
| -0.1161 | -3.58 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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