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V-Lab

Luon SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:51.22% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Luon SA S0GARCH
paramt-stat
ω0.89352.58
α0.28803.01
β0.17511.76
γ16.42283.37
γ2-12.1839-4.53
γ39.25865.39
γ4-3.8500-2.32
γ5-1.0695-0.63
γ62.76391.70
γ7-2.2012-1.60
γ80.54160.33
γ91.16780.64
γ10-1.0710-0.90
Estimation Period:
Jun 21, 2017 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts