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V-Lab

Sino Oil And Gas Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:7.51% (-0.01%)
Analysis last updated: Thursday, June 5, 2025 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sino Oil And Gas Holdings Ltd S0GARCH
paramt-stat
ω1.49203.75
α0.14075.30
β0.847030.78
γ1-0.5680-1.12
γ20.65080.88
γ3-0.0564-0.11
γ40.08310.16
γ5-0.3953-0.74
γ61.13382.93
γ7-2.1329-3.46
γ82.66762.39
γ9-2.8558-2.81
γ102.22643.97
Estimation Period:
Jan 2, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts