Sambu Engineering & Construction Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:70.24% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1775 | 28.08 | |
| 0.7418 | 87.43 | |
| -0.0309 | -4.23 | |
| 0.0825 | 2.73 | |
| 0.0355 | 4.78 | |
| 0.9612 | 105.13 |
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Jan 3, 1990 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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