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Okk Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 1, 2023 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Okk Corp S0GARCH
paramt-stat
ω0.86843.62
α0.10607.18
β0.810530.44
γ10.00390.05
γ20.00620.06
γ3-0.0149-0.26
γ4-0.0680-1.02
γ50.20093.15
γ6-0.2633-4.73
γ70.23583.03
γ8-0.1276-1.00
γ90.02260.20
Estimation Period:
Jan 4, 1990 to Feb 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts