Skip to main content
V-Lab

Sino-Thai Engr & Constr PCL Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 30, 2024 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sino-Thai Engr & Constr PCL SGARCH
paramt-stat
ω1.04976.30
α0.13237.21
β0.785725.86
γ10.30554.27
γ2-0.4625-4.28
γ30.15482.06
γ40.03870.46
γ5-0.0909-1.08
γ60.12411.85
γ7-0.1621-2.70
γ80.23693.33
γ9-0.3094-3.30
γ100.47523.41
Estimation Period:
Sep 8, 1992 to Oct 25, 2024
Impact of return on volatility tomorrow
Volatility Forecasts