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V-Lab

Sungshin Cement Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.91% (-1.04%)
Analysis last updated: Friday, February 6, 2026 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sungshin Cement Co Ltd SGARCH
paramt-stat
ω0.60896.19
α0.12388.61
β0.825244.68
γ1-0.0436-1.09
γ20.10921.84
γ3-0.2023-5.23
γ40.25456.76
γ5-0.1612-3.93
γ60.03640.86
γ70.04181.01
γ8-0.1216-2.58
γ90.21032.58
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts