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Tatsuta Electric Wire & Cabl Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, November 12, 2024 at 09:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tatsuta Electric Wire & Cabl S0GARCH
paramt-stat
ω1.29026.55
α0.23394.34
β0.636816.65
γ1-0.0824-1.74
γ20.19122.58
γ3-0.1867-3.12
γ40.07751.45
γ5-0.0007-0.02
γ60.07671.91
γ7-0.1939-3.98
γ80.24364.57
γ9-0.3000-5.64
γ100.28816.25
Estimation Period:
Jan 4, 1990 to Nov 1, 2024
Impact of return on volatility tomorrow
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