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V-Lab

Pressance Corporation Co Ltd 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 SGARCH
paramt-stat
ω1.68654.25
α0.21193.93
β0.61565.08
γ1-0.1262-0.32
γ20.40630.61
γ3-0.4973-1.21
γ40.45941.76
γ5-0.5295-1.52
γ60.58601.57
γ7-0.5555-1.45
γ80.33740.73
γ90.16050.27
Estimation Period:
Dec 24, 2007 to Mar 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts