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V-Lab

Itoxi Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 22, 2025 at 11:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Itoxi Corp SGARCH
paramt-stat
ω2.05516.75
α0.16085.33
β0.656010.19
γ10.54572.36
γ2-0.6832-1.94
γ30.26471.13
γ4-0.1623-0.81
γ50.17600.77
γ6-0.5506-2.01
γ71.04503.28
γ8-1.2284-3.38
γ90.91981.87
Estimation Period:
Oct 7, 2005 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts