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V-Lab

San Miguel Brewery Hong Kong Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:78.95% (-0.39%)
Analysis last updated: Friday, February 6, 2026 at 08:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of San Miguel Brewery Hong Kong Ltd SGARCH
paramt-stat
ω0.73924.74
α0.20244.21
β0.50573.72
γ1-0.0828-0.22
γ2-0.2241-0.40
γ30.44311.00
γ40.26270.45
γ5-1.4289-1.79
γ62.53172.88
γ7-2.6761-4.57
γ81.55973.85
γ9-0.7596-0.98
γ101.93791.63
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts