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C.I. Takiron Corp 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 SGARCH
paramt-stat
ω1.45337.59
α0.17378.64
β0.624415.03
γ10.02760.57
γ20.00620.08
γ3-0.0824-1.25
γ40.02120.39
γ50.10882.61
γ6-0.1207-3.08
γ70.03050.63
γ80.04471.00
γ9-0.1091-2.70
γ100.14162.47
Estimation Period:
Jan 5, 1990 to Oct 25, 2024
Impact of return on volatility tomorrow
Volatility Forecasts