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V-Lab

Ohizumi Mfg Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 10, 2024 at 01:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ohizumi Mfg Co Ltd SGARCH
paramt-stat
ω3.36012.08
α0.29328.87
β0.617821.29
γ11.84061.52
γ2-2.1937-1.35
γ30.19430.28
γ40.36090.60
γ5-0.1715-0.28
γ6-0.3109-0.49
γ70.72690.97
γ8-1.0008-1.25
γ91.30871.30
γ10-6.6567-3.64
Estimation Period:
Jun 22, 2012 to Feb 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts