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Fuetrek Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 2, 2024 at 09:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fuetrek Co Ltd S0GARCH
paramt-stat
ω1.64313.98
α0.12775.07
β0.776818.39
γ10.26771.22
γ2-0.3693-1.11
γ30.14820.55
γ4-0.0073-0.03
γ5-0.0868-0.34
γ6-0.0192-0.07
γ70.13420.44
γ8-0.1976-0.72
γ90.54021.95
γ10-0.6767-2.35
Estimation Period:
Dec 29, 2005 to Sep 27, 2024
Impact of return on volatility tomorrow
Volatility Forecasts