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V-Lab

Chungho ICT Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, May 28, 2025 at 11:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chungho ICT Co Ltd S0GARCH
paramt-stat
ω19.23935.68
α0.512871.33
β0.487167.68
γ1-0.7819-1.32
γ2-0.8966-0.13
γ36.60770.23
γ4-9.4283-0.20
γ57.62020.25
γ6-4.1146-0.30
γ70.41310.05
γ8-11.0276-9.86
γ935.438320.76
γ10-35.7367-22.03
Estimation Period:
Jul 10, 1990 to May 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts