Skip to main content
V-Lab

Meldia Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 3, 2023 at 06:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Meldia Co Ltd SGARCH
paramt-stat
ω0.91761.97
α0.20855.78
β0.729919.70
γ1-0.6014-1.19
γ20.81451.13
γ3-0.7161-1.36
γ41.07021.89
γ5-0.5778-1.14
γ6-0.3113-0.77
γ70.67512.51
γ8-0.7305-2.70
γ90.54401.62
Estimation Period:
Sep 12, 2006 to Oct 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts