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SAJOHAEPYO Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, May 29, 2019 at 07:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SAJOHAEPYO Corp SGARCH
paramt-stat
ω1.36103.64
α0.10124.99
β0.834028.88
γ1-0.3644-0.76
γ21.05841.48
γ3-1.1249-2.34
γ40.52600.89
γ50.06840.10
γ6-0.7012-1.29
γ71.34752.80
γ8-1.6999-2.87
γ91.70031.63
γ10-1.5297-0.86
Estimation Period:
Sep 21, 2004 to May 24, 2019
Impact of return on volatility tomorrow
Volatility Forecasts