Skip to main content
V-Lab

Mirainovate Co Ltd 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 SGARCH
paramt-stat
ω1.32294.24
α0.13516.46
β0.769720.93
γ10.01440.33
γ20.03960.53
γ3-0.1088-1.57
γ40.04280.61
γ50.09641.78
γ6-0.1837-3.81
γ70.17072.71
γ8-0.1091-1.31
γ9-0.0192-0.16
Estimation Period:
Jan 4, 1990 to Jan 20, 2023
Impact of return on volatility tomorrow
Volatility Forecasts