V-Lab: Sung Bo Chemicals Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sung Bo Chemicals Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:25.60% (-0.01%)

Analysis last updated: Saturday, May 4, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1222	7.56
$α$	0.1883	8.31
$β$	0.7144	29.34
$γ_{1}$	-0.0243	-0.63
$γ_{2}$	0.0870	1.47
$γ_{3}$	-0.1764	-4.22
$γ_{4}$	0.2153	5.51
$γ_{5}$	-0.1650	-3.70
$γ_{6}$	0.0707	1.46
$γ_{7}$	-0.0031	-0.06
$γ_{8}$	0.0539	1.05
$γ_{9}$	-0.1018	-2.25

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts