V-Lab: Sungchang Enterprise Holdings Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sungchang Enterprise Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:15.64% (-0.54%)

Analysis last updated: Sunday, May 19, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6476	5.88
$α$	0.1353	8.87
$β$	0.8178	39.10
$γ_{1}$	-0.0748	-1.76
$γ_{2}$	0.1669	2.60
$γ_{3}$	-0.2276	-4.31
$γ_{4}$	0.2199	3.77
$γ_{5}$	-0.1448	-2.50
$γ_{6}$	0.1285	2.19
$γ_{7}$	-0.1641	-2.51
$γ_{8}$	0.2277	3.93
$γ_{9}$	-0.3036	-4.04

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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