V-Lab
Sambu Engineering & Construction Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:91.79% (+3.67%)
Analysis last updated: Saturday, May 11, 2024 at 03:58 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7694 | 6.83 | |
| 0.1514 | 8.64 | |
| 0.7842 | 34.02 | |
| 0.0468 | 2.42 | |
| -0.0944 | -3.33 | |
| 0.0610 | 3.30 | |
| 0.0262 | 1.19 | |
| -0.1064 | -3.70 | |
| 0.1553 | 3.50 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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