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Takisawa Machine Tool Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, February 1, 2024 at 12:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Takisawa Machine Tool Co Ltd S0GARCH
paramt-stat
ω1.14246.15
α0.17567.93
β0.652518.34
γ1-0.0174-0.31
γ20.10241.29
γ3-0.1328-2.33
γ4-0.0596-0.99
γ50.22764.37
γ6-0.1590-3.18
γ70.04060.73
γ8-0.0053-0.11
γ9-0.0203-0.49
γ100.06061.79
Estimation Period:
Jan 4, 1990 to Jan 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts