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V-Lab

Chemon Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, December 18, 2022 at 02:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Chemon Inc S0GARCH
paramt-stat
ω0.93960.03
α0.19970.00
β0.80020.01
γ1-21.2067-0.00
γ239.48280.00
γ3-32.4671-0.02
γ421.09340.01
γ5-11.0850-0.00
γ68.33890.00
γ7-7.3723-0.01
γ83.83060.01
γ9-0.5908-0.00
γ100.03960.00
Estimation Period:
Jun 26, 2015 to Dec 16, 2022
Impact of return on volatility tomorrow
Volatility Forecasts