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V-Lab

EcoVive Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 8, 2023 at 08:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EcoVive Co Ltd SGARCH
paramt-stat
ω0.12301,230,200.00
α0.83248,323,680.00
β0.16761,676,280.00
γ10.90669,065,930.00
γ2-4.4692-44,691,890.00
γ30.39473,947,170.00
γ417.2556172,555,800.00
γ5-22.5231-225,231,400.00
γ68.674886,748,480.00
γ7-0.4152-4,152,410.00
γ80.59835,982,900.00
γ9-40.0680-400,679,600.00
γ10156.62601,566,260,000.00
Estimation Period:
Jan 3, 1990 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts