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V-Lab

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

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lutronic Corp SGARCH
paramt-stat
ω1.89401.46
α0.405816.87
β0.583737.22
γ1-1.2312-1.96
γ21.63051.84
γ3-0.3248-0.63
γ4-0.2910-0.54
γ50.45160.66
γ6-0.4475-0.58
γ70.29130.57
γ80.02020.06
γ9-0.2830-0.42
γ10-13.0692-9.36
Estimation Period:
Oct 16, 2007 to Dec 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts