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V-Lab

Melfas Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 19, 2023 at 11:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Melfas Inc SGARCH
paramt-stat
ω12.22104.27
α0.539987.21
β0.459773.32
γ1-0.8800-1.84
γ21.06961.55
γ3-0.3080-0.64
γ40.43490.94
γ5-0.7791-1.39
γ61.33761.43
γ7-41.1411-13.62
γ8139.351716.55
γ9-210.2143-22.18
γ10228.747243.04
Estimation Period:
Feb 9, 2010 to Jul 14, 2023
Impact of return on volatility tomorrow
Volatility Forecasts