V-Lab: SNT Energy Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

SNT Energy Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:101.39% (-12.51%)

Analysis last updated: Thursday, May 16, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4772	12.70
$α$	0.1556	8.88
$β$	0.7830	78.02
$γ$	0.0198	0.72

Estimation Period:
Feb 22, 2008 to May 14, 2024

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