V-Lab: SNT Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

SNT Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:54.88% (-6.25%)

Analysis last updated: Wednesday, May 1, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8598	5.45
$α$	0.1611	5.27
$β$	0.6743	12.21
$γ_{1}$	-0.8813	-2.94
$γ_{2}$	1.3201	3.01
$γ_{3}$	-0.9113	-3.46
$γ_{4}$	1.0063	2.79
$γ_{5}$	-0.9147	-1.82
$γ_{6}$	0.6807	1.52
$γ_{7}$	-0.5083	-1.55
$γ_{8}$	0.4147	1.29
$γ_{9}$	-0.2954	-0.80
$γ_{10}$	0.0481	0.16

Estimation Period:
Feb 22, 2008 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts