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Sungshin Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.71% (-1.54%)
Analysis last updated: Friday, February 13, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sungshin Cement Co Ltd S0GARCH
paramt-stat
ω0.63466.52
α0.12228.18
β0.826943.11
γ1-0.0244-0.61
γ20.07771.31
γ3-0.1805-4.64
γ40.23756.29
γ5-0.1500-3.66
γ60.03430.80
γ70.03020.73
γ8-0.0839-1.92
γ90.10062.90
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts