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Lutronic Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 29, 2023 at 09:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lutronic Corp S0GARCH
paramt-stat
ω1.37091.31
α0.371012.66
β0.615595.21
γ1-1.3480-2.11
γ21.76161.96
γ3-0.3475-0.66
γ4-0.2456-0.44
γ50.32950.47
γ6-0.1780-0.22
γ7-0.3284-0.53
γ81.51802.08
γ9-6.4452-7.02
γ109.663517.21
Estimation Period:
Oct 16, 2007 to Dec 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts