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Cybernet Systems Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, February 11, 2024 at 12:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Cybernet Systems Co Ltd S0GARCH
paramt-stat
ω1.17504.53
α0.16894.33
β0.716114.39
γ1-0.1443-1.74
γ20.19791.55
γ3-0.0101-0.08
γ4-0.1225-0.91
γ50.17001.45
γ6-0.1899-2.04
γ70.15102.29
Estimation Period:
Nov 6, 2001 to Feb 9, 2024
Impact of return on volatility tomorrow
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