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AKM Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 28, 2022 at 03:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AKM Industrial Co Ltd S0GARCH
paramt-stat
ω2.35403.74
α0.17895.19
β0.754623.88
γ1-0.8599-1.18
γ21.92861.75
γ3-1.8903-2.25
γ41.79072.46
γ5-2.1176-3.15
γ62.53213.20
γ7-3.3762-4.09
γ83.25325.89
Estimation Period:
Jan 15, 2007 to Jun 10, 2022
Impact of return on volatility tomorrow
Volatility Forecasts