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Pressance Corporation Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, March 30, 2025 at 10:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pressance Corporation Co Ltd S0GARCH
paramt-stat
ω1.24773.81
α0.07613.08
β0.879519.53
γ1-0.6907-1.94
γ21.35212.35
γ3-1.0479-2.83
γ40.70442.29
γ5-0.6984-1.52
γ60.78531.59
γ7-0.8200-1.74
γ80.72531.32
γ9-0.4189-1.01
Estimation Period:
Dec 24, 2007 to Mar 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts