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T & K Toka Co Ltd 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 SGARCH
paramt-stat
ω1.33085.49
α0.08816.73
β0.859136.03
γ1-0.0301-0.44
γ2-0.0249-0.20
γ30.19211.87
γ4-0.2625-2.81
γ50.17211.71
γ6-0.0195-0.21
γ7-0.0028-0.03
γ8-0.2402-3.00
Estimation Period:
Sep 2, 1997 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts