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Daeyang Paper Manufacturing 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 ·

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graph of Daeyang Paper Manufacturing SGARCH
paramt-stat
ω58.0520580,520,100.00
α0.50125,011,580.00
β0.49874,986,770.00
γ10.0657656,500.00
γ20.0863863,430.00
γ3-0.3417-3,417,410.00
γ40.16641,664,250.00
γ50.29312,931,190.00
γ6-0.7979-7,979,190.00
γ72.224422,244,180.00
γ8-83.7522-837,521,600.00
γ9443.10224,431,022,000.00
Estimation Period:
Jan 25, 2001 to Jun 21, 2024
Impact of return on volatility tomorrow
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