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Shinsegae Engineering & Construction Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, February 25, 2025 at 11:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinsegae Engineering & Construction Co Ltd SGARCH
paramt-stat
ω2.15723.91
α0.19548.88
β0.774044.62
γ1-0.0444-0.25
γ20.06170.24
γ30.00550.03
γ4-0.0938-0.49
γ50.19871.11
γ6-0.1629-1.16
γ7-0.0057-0.04
γ80.06620.42
γ90.13160.72
γ10-1.6101-5.04
Estimation Period:
Jun 28, 1999 to Feb 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts