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Nichiiko Pharmaceutical Co Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, April 1, 2023 at 09:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nichiiko Pharmaceutical Co SGARCH
paramt-stat
ω1.11785.89
α0.19139.11
β0.597213.81
γ1-0.0209-0.39
γ20.08061.00
γ3-0.0865-1.47
γ4-0.0760-1.41
γ50.26315.43
γ6-0.2919-6.10
γ70.22433.44
γ8-0.1634-2.04
γ90.12811.92
γ100.12281.52
Estimation Period:
Jan 5, 1990 to Mar 31, 2023
Impact of return on volatility tomorrow
Volatility Forecasts