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V-Lab

Chemon Inc 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 SGARCH
paramt-stat
ω0.90529,052,370.00
α0.20542,054,150.00
β0.79467,945,800.00
γ1-23.9636-239,635,600.00
γ244.0326440,326,400.00
γ3-35.8537-358,536,900.00
γ423.9536239,536,200.00
γ5-12.8277-128,277,000.00
γ68.680586,804,550.00
γ7-6.8550-68,550,020.00
γ82.430924,309,180.00
γ92.765827,657,790.00
γ10-8.9818-89,818,360.00
Estimation Period:
Jun 26, 2015 to Dec 16, 2022
Impact of return on volatility tomorrow
Volatility Forecasts