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V-Lab

Seiko Pmc Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, January 7, 2024 at 03:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Seiko Pmc Corp SGARCH
paramt-stat
ω0.86094.52
α0.18285.35
β0.630211.89
γ1-0.1804-1.92
γ20.08340.59
γ30.25232.75
γ4-0.1968-2.40
γ50.13081.32
γ6-0.2554-2.11
γ70.27022.10
γ8-0.1570-1.39
γ90.06920.37
Estimation Period:
Jan 3, 1997 to Jan 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts