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SSANGYONG C&E Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 10, 2024 at 10:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SSANGYONG C&E Co Ltd SGARCH
paramt-stat
ω0.65864.71
α0.13109.57
β0.816538.37
γ10.00640.13
γ20.06060.84
γ3-0.1802-3.70
γ40.14652.90
γ5-0.0353-0.72
γ60.02300.50
γ7-0.0506-1.07
γ80.05140.95
γ9-0.3484-4.09
Estimation Period:
Jan 3, 1990 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts