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V-Lab

Kito Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 26, 2023 at 09:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kito Corp SGARCH
paramt-stat
ω1.95573.35
α0.21783.42
β0.698513.75
γ10.54250.94
γ2-0.8983-0.94
γ31.03341.39
γ4-1.1280-1.38
γ50.28530.35
γ60.47010.73
γ7-0.3502-0.64
γ8-0.2920-0.57
γ91.16611.93
γ10-4.4342-4.84
Estimation Period:
Aug 9, 2007 to Jan 20, 2023
Impact of return on volatility tomorrow
Volatility Forecasts