Skip to main content
V-Lab

Setopia Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 11:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Setopia Co Ltd S0GARCH
paramt-stat
ω6.13570.73
α0.469825.49
β0.529833.38
γ1-68.0925-0.32
γ293.17830.18
γ3-31.5015-0.05
γ457.82790.11
γ5-52.2705-0.11
γ66.47080.02
γ72.94450.01
γ867.74170.82
γ9-486.2058-7.92
γ10707.832438.49
Estimation Period:
Aug 13, 2015 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts