V-Lab: SGC Energy Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

SGC Energy Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:26.12% (-2.67%)

Analysis last updated: Thursday, May 9, 2024 at 12:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9650	9.94
$α$	0.1568	8.87
$β$	0.6838	20.28
$γ_{1}$	0.1207	2.58
$γ_{2}$	-0.2256	-3.04
$γ_{3}$	0.0194	0.35
$γ_{4}$	0.2702	5.05
$γ_{5}$	-0.3068	-5.43
$γ_{6}$	0.1761	3.21
$γ_{7}$	-0.0806	-1.31
$γ_{8}$	0.0740	1.19
$γ_{9}$	-0.0672	-0.84
$γ_{10}$	-0.0889	-0.44

Estimation Period:
Jan 6, 1993 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts