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V-Lab

Luon SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:4.38% (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 SGARCH
paramt-stat
ω0.97492.51
α0.34762.39
β0.18712.43
γ16.68313.45
γ2-12.5856-4.59
γ39.51315.39
γ4-4.0894-2.40
γ5-0.8041-0.45
γ62.39231.40
γ7-1.4880-1.03
γ8-0.9817-0.57
γ94.96622.18
γ10-14.1148-5.62
Estimation Period:
Jun 21, 2017 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts