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V-Lab

Setopia Co Ltd 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 SGARCH
paramt-stat
ω9.311793,117,490.00
α0.29252,925,070.00
β0.69936,992,610.00
γ1-5.2515-52,514,920.00
γ2-8.3307-83,306,800.00
γ331.3713313,712,600.00
γ4-9.9693-99,693,060.00
γ5-1.5222-15,222,140.00
γ6-419.4001-4,194,001,000.00
Estimation Period:
Aug 13, 2015 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts