V-Lab
V-Lab

Seah Besteel Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:45.46% (-2.38%)

Analysis last updated: Thursday, May 9, 2024 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Seah Besteel Holdings Corp S0GARCH
paramt-stat
ω0.766810.07
α0.125510.39
β0.805245.89
γ10.07415.19
γ2-0.1498-6.58
γ30.11096.56
γ4-0.0551-3.59
γ50.05003.46
γ6-0.0447-3.92
Estimation Period:
Mar 12, 1991 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts