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At Semicon Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, September 7, 2024 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of At Semicon Co Ltd SGARCH
paramt-stat
ω0.05480.04
α0.41400.05
β0.58600.07
γ13.21450.01
γ2-6.2130-0.02
γ32.83140.07
γ40.28090.03
γ5-1.6111-0.11
γ6-26.1435-0.01
γ745.27260.01
γ840.47500.06
γ9-173.7036-0.19
γ10315.10730.19
Estimation Period:
Nov 11, 2011 to Sep 6, 2024
Impact of return on volatility tomorrow
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