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C.I. Takiron Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 30, 2024 at 09:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of C.I. Takiron Corp S0GARCH
paramt-stat
ω1.43797.38
α0.17348.68
β0.630015.50
γ10.02770.56
γ20.00250.03
γ3-0.0747-1.12
γ40.01580.28
γ50.10792.56
γ6-0.1155-2.90
γ70.02630.53
γ80.04410.98
γ9-0.1009-2.69
γ100.11324.13
Estimation Period:
Jan 5, 1990 to Oct 25, 2024
Impact of return on volatility tomorrow
Volatility Forecasts