Skip to main content
V-Lab

Agro Kanesho Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, February 2, 2025 at 01:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Agro Kanesho Co Ltd SGARCH
paramt-stat
ω1.30923.44
α0.16577.08
β0.736927.81
γ10.14601.04
γ2-0.3019-1.55
γ30.29422.56
γ4-0.2167-1.98
γ50.09840.86
γ6-0.0623-0.51
γ70.18771.75
γ8-0.3161-3.15
γ90.32662.99
γ10-0.4758-2.93
Estimation Period:
Jun 23, 1993 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts