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V-Lab

Chungho ICT Co Ltd 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 SGARCH
paramt-stat
ω27.93641.24
α0.837693.10
β0.162318.07
γ1-0.0071-0.10
γ20.07650.61
γ3-0.1814-0.77
γ4-11.7590-0.18
γ535.90920.18
γ6-36.4588-0.19
γ712.94780.19
γ8-32.3997-12.03
γ9127.273397.74
Estimation Period:
Jul 10, 1990 to May 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts