V-Lab: SG Global Co Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

SG Global Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:37.74% (-0.93%)

Analysis last updated: Thursday, May 16, 2024 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1860	27.38
$β$	0.7325	77.07
$γ$	-0.0566	-7.35
$λ_{1}$	0.0151	1.69
$λ_{2}$	0.0060	4.14
$λ_{3}$	0.9933	479.86

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts