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SUNA Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, July 7, 2023 at 01:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SUNA Co Ltd S0GARCH
paramt-stat
ω0.69355.52
α0.14615.15
β0.41414.26
γ1-0.3047-0.60
γ20.38250.52
γ3-0.1227-0.26
γ40.20810.49
γ5-0.5389-1.30
γ60.98052.12
γ7-1.1149-2.29
γ80.29850.53
γ91.43251.59
γ10-2.0675-2.20
Estimation Period:
Jun 1, 2010 to Jul 7, 2023
Impact of return on volatility tomorrow
Volatility Forecasts