Strong Petrochemical Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.7088 | 3.71 | |
| 0.4037 | 43.02 | |
| 0.5949 | 61.76 | |
| -0.4965 | -0.68 | |
| 1.1151 | 1.13 | |
| -1.1539 | -2.13 | |
| 0.9054 | 1.86 | |
| -0.6748 | -0.95 | |
| 0.7674 | 0.83 | |
| -0.9583 | -0.90 | |
| -23.5556 | -9.46 | |
| 87.7947 | 12.67 | |
| -187.3278 | -19.84 |
Estimation Period:
Jan 12, 2009 to May 30, 2025
Jan 12, 2009 to May 30, 2025
News Impact Curve
Volatility Forecasts
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