Skip to main content
V-Lab

BK Tops Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, May 15, 2024 at 02:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BK Tops Co Ltd S0GARCH
paramt-stat
ω1.29935.04
α0.19097.13
β0.724720.89
γ10.11810.62
γ20.00620.02
γ3-0.2556-1.35
γ40.13910.77
γ50.19061.15
γ6-0.5183-3.39
γ70.68573.41
γ8-0.7010-2.05
γ90.68591.21
γ10-0.5682-1.04
Estimation Period:
Jan 1, 2001 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts