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Itochu Techno-Solutions Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 6, 2023 at 08:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Itochu Techno-Solutions Corp S0GARCH
paramt-stat
ω2.16176.77
α0.14793.85
β0.607411.38
γ10.02660.37
γ2-0.0695-0.63
γ30.19502.18
γ4-0.3224-3.62
γ50.26222.64
γ6-0.0151-0.12
γ7-0.2173-1.17
γ80.22041.08
γ9-0.1557-1.09
γ100.13711.98
Estimation Period:
Dec 14, 1999 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts