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Samick THK Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 11:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samick THK Co Ltd S0GARCH
paramt-stat
ω0.80596.43
α0.13567.61
β0.791334.80
γ1-0.0014-0.05
γ20.00290.07
γ3-0.0590-1.78
γ40.12423.50
γ5-0.1153-3.29
γ60.10793.68
γ7-0.1218-4.52
γ80.09104.08
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts