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Sanyo Special Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, April 24, 2025 at 11:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sanyo Special Steel Co Ltd S0GARCH
paramt-stat
ω1.24727.89
α0.15716.95
β0.649413.69
γ1-0.0096-0.26
γ20.09641.78
γ3-0.1733-4.36
γ40.13143.23
γ5-0.0648-1.53
γ60.01010.21
γ70.03350.48
γ8-0.0292-0.32
γ9-0.0077-0.10
γ100.02450.55
Estimation Period:
Jan 5, 1990 to Apr 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts