Sambu Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:62.15% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6825 | 6.21 | |
| 0.1548 | 8.99 | |
| 0.7644 | 31.43 | |
| 0.0162 | 0.44 | |
| 0.0130 | 0.23 | |
| -0.1204 | -2.75 | |
| 0.1503 | 3.83 | |
| -0.0701 | -1.67 | |
| 0.0791 | 1.43 | |
| -0.1937 | -2.96 | |
| 0.2297 | 3.60 | |
| -0.1460 | -2.99 |
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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