V-Lab: Sambu Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sambu Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:112.02% (-12.29%)

Analysis last updated: Saturday, April 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6801	5.52
$α$	0.1513	8.72
$β$	0.7709	32.09
$γ_{1}$	-0.0024	-0.04
$γ_{2}$	0.0542	0.52
$γ_{3}$	-0.1308	-1.63
$γ_{4}$	0.0685	0.98
$γ_{5}$	0.0601	0.91
$γ_{6}$	-0.0617	-0.93
$γ_{7}$	0.0891	1.08
$γ_{8}$	-0.2334	-2.41
$γ_{9}$	0.2723	3.09
$γ_{10}$	-0.1541	-2.59

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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