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Sungshin Cement Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.60% (-1.08%)
Analysis last updated: Sunday, February 15, 2026 at 01:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sungshin Cement Co Ltd SGARCH
paramt-stat
ω0.60866.22
α0.12388.56
β0.824844.24
γ1-0.0431-1.09
γ20.10801.83
γ3-0.2011-5.23
γ40.25396.80
γ5-0.1614-3.97
γ60.03720.88
γ70.04070.99
γ8-0.1198-2.59
γ90.20582.61
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts