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Bumyang Construction Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 11:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bumyang Construction Co Ltd SGARCH
paramt-stat
ω0.76474.30
α0.09458.36
β0.875749.41
γ10.02310.22
γ20.01290.08
γ3-0.0650-0.68
γ4-0.0751-0.94
γ50.23423.07
γ6-0.1618-1.82
γ7-0.0255-0.25
γ80.17862.00
γ9-0.2320-2.54
γ100.18851.26
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts