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V-Lab

Connectwave Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, September 25, 2024 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Connectwave Co Ltd SGARCH
paramt-stat
ω1.97024.03
α0.21525.06
β0.657514.16
γ10.34291.01
γ2-0.1368-0.26
γ3-0.6514-1.45
γ40.97892.33
γ5-0.8310-2.15
γ60.20640.56
γ70.20260.58
γ80.19230.50
γ9-2.8199-4.77
Estimation Period:
Jan 24, 2011 to Sep 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts