V-Lab
V-Lab

Sinoma Energy Conservation Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:29.33% (-1.21%)

Analysis last updated: Tuesday, November 12, 2024 at 08:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Sinoma Energy Conservation Ltd S0GARCH
paramt-stat
ω0.57353.02
α0.16696.95
β0.701518.00
γ1-1.7480-3.12
γ22.56993.45
γ3-1.4995-3.82
γ41.52143.51
γ5-1.5105-3.14
γ60.76931.59
γ70.01640.05
Estimation Period:
Jul 31, 2014 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts