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V-Lab

Commax Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 11:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Commax Co Ltd S0GARCH
paramt-stat
ω7.59860.56
α0.660431.55
β0.3371160.08
γ1-6.6207-0.34
γ213.39620.16
γ3-15.4671-0.10
γ411.62390.08
γ51.38830.01
γ62.64150.02
γ7-16.7868-0.09
γ827.92350.22
γ9-63.0093-1.81
γ1074.305416.56
Estimation Period:
Feb 1, 2001 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts