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T & K Toka Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, April 28, 2024 at 01:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of T & K Toka Co Ltd S0GARCH
paramt-stat
ω1.32465.34
α0.08786.74
β0.862838.87
γ1-0.0337-0.48
γ2-0.0185-0.15
γ30.18331.71
γ4-0.2449-2.54
γ50.13831.34
γ60.04640.48
γ7-0.1360-1.48
γ80.08061.05
Estimation Period:
Sep 2, 1997 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts