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Nichiiko Pharmaceutical Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, April 1, 2023 at 09:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nichiiko Pharmaceutical Co S0GARCH
paramt-stat
ω1.19355.98
α0.20058.82
β0.604114.17
γ1-0.0007-0.01
γ20.05250.64
γ3-0.0772-1.27
γ4-0.0739-1.32
γ50.25475.10
γ6-0.2848-5.78
γ70.22863.38
γ8-0.1987-2.39
γ90.24023.40
γ10-0.2181-4.20
Estimation Period:
Jan 5, 1990 to Mar 31, 2023
Impact of return on volatility tomorrow
Volatility Forecasts