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V-Lab

Kodaco Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 11:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kodaco Co Ltd S0GARCH
paramt-stat
ω6.33792.03
α0.3941179.47
β0.6053216.40
γ1-0.4032-2.59
γ20.52742.40
γ3-0.2963-1.95
γ40.41062.26
γ5-3.1840-14.50
γ610.439153.78
γ7-22.6902-71.15
γ825.618171.55
Estimation Period:
May 21, 2004 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts