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V-Lab

Lock&Lock Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 11, 2024 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lock&Lock Co Ltd SGARCH
paramt-stat
ω1.35594.97
α0.11684.10
β0.774021.73
γ10.42021.20
γ2-0.6346-1.15
γ30.31190.64
γ4-0.2224-0.46
γ50.34020.96
γ6-0.4680-0.93
γ70.37630.45
γ8-0.3294-0.43
γ90.83421.03
γ10-4.2185-2.52
Estimation Period:
Jan 28, 2010 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts