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Plantec Co Ltd/South Korea Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, April 14, 2016 at 07:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Plantec Co Ltd/South Korea S0GARCH
paramt-stat
ω0.72732.31
α0.16094.35
β0.63558.23
γ1-0.2224-0.15
γ2-0.4359-0.22
γ31.79922.01
γ4-2.1941-2.90
γ51.36441.89
γ6-0.1327-0.15
γ71.13650.78
γ8-2.6105-1.70
Estimation Period:
Nov 29, 2007 to Apr 12, 2016
Impact of return on volatility tomorrow
Volatility Forecasts