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Seiko Pmc Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, January 7, 2024 at 03:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Seiko Pmc Corp S0GARCH
paramt-stat
ω0.87634.58
α0.18195.44
β0.632611.94
γ1-0.1735-1.84
γ20.07670.54
γ30.24772.70
γ4-0.1859-2.27
γ50.11831.20
γ6-0.2456-2.04
γ70.26592.04
γ8-0.1613-1.29
γ90.09000.90
Estimation Period:
Jan 3, 1997 to Jan 5, 2024
Impact of return on volatility tomorrow
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