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Daeyang Paper Manufacturing Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 26, 2024 at 12:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daeyang Paper Manufacturing S0GARCH
paramt-stat
ω8.45410.38
α0.710932.12
β0.2862175.77
γ1-0.3192-0.51
γ20.58670.80
γ3-0.4653-2.14
γ40.16300.96
γ50.18080.92
γ6-0.4564-1.26
γ71.90832.00
γ8-32.8081-20.89
γ990.738062.60
γ10-88.9418-90.35
Estimation Period:
Jan 25, 2001 to Jun 21, 2024
Impact of return on volatility tomorrow
Volatility Forecasts