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Sino-Thai Engr & Constr PCL Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 30, 2024 at 10:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sino-Thai Engr & Constr PCL S0GARCH
paramt-stat
ω0.99245.73
α0.13785.85
β0.793224.34
γ10.17753.66
γ2-0.3210-4.07
γ30.20603.35
γ4-0.0948-1.92
γ50.04221.09
γ60.00250.06
γ7-0.0040-0.09
γ8-0.0182-0.50
Estimation Period:
Sep 8, 1992 to Oct 25, 2024
Impact of return on volatility tomorrow
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