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V-Lab

Lis Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 8, 2023 at 07:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lis Co Ltd S0GARCH
paramt-stat
ω2.98811.57
α0.540836.19
β0.456034.34
γ1-1.3652-0.76
γ22.03700.91
γ3-0.4986-0.62
γ4-0.9680-1.82
γ51.22372.02
γ6-0.5349-0.69
γ70.64610.45
γ8-30.1152-9.42
γ988.822513.28
γ10-89.2417-13.25
Estimation Period:
Jun 2, 2011 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts