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V-Lab

Yasue Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, February 13, 2025 at 10:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Yasue Corp SGARCH
paramt-stat
ω1.28520.00
α0.42430.00
β0.57560.00
γ1-16.3560-0.01
γ219.53610.01
γ3-4.6772-0.00
γ42.45240.00
γ5-1.0804-0.00
γ6-0.2863-0.00
γ71.13450.01
γ8-1.4559-0.01
γ90.31400.00
γ10-4.9706-0.02
Estimation Period:
Feb 17, 2017 to Feb 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts