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Bumyang Construction Co Ltd Zero Slope 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 S0GARCH
paramt-stat
ω0.77154.29
α0.09408.32
β0.876849.91
γ10.03000.28
γ20.00270.02
γ3-0.0614-0.64
γ4-0.0735-0.90
γ50.23093.00
γ6-0.1621-1.81
γ7-0.0186-0.18
γ80.16321.77
γ9-0.2002-2.00
γ100.11061.15
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts