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Sambu Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:62.15% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sambu Engineering & Construction Co Ltd S0GARCH
paramt-stat
ω0.68256.21
α0.15488.99
β0.764431.43
γ10.01620.44
γ20.01300.23
γ3-0.1204-2.75
γ40.15033.83
γ5-0.0701-1.67
γ60.07911.43
γ7-0.1937-2.96
γ80.22973.60
γ9-0.1460-2.99
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts