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Mirainovate Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 26, 2023 at 08:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mirainovate Co Ltd S0GARCH
paramt-stat
ω1.36144.23
α0.13906.55
β0.768621.52
γ10.02200.50
γ20.02670.35
γ3-0.0990-1.39
γ40.03570.50
γ50.10081.83
γ6-0.1896-3.78
γ70.18752.80
γ8-0.1548-1.94
γ90.10591.77
Estimation Period:
Jan 4, 1990 to Jan 20, 2023
Impact of return on volatility tomorrow
Volatility Forecasts