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Iwatsu Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2024 at 11:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Iwatsu Electric Co Ltd S0GARCH
paramt-stat
ω0.95655.57
α0.15208.86
β0.751230.92
γ1-0.0787-1.34
γ20.18582.14
γ3-0.1972-2.95
γ40.07481.26
γ50.08871.84
γ6-0.1251-2.24
γ70.05410.96
γ8-0.0610-1.09
γ90.18272.88
γ10-0.1754-3.16
Estimation Period:
Jan 4, 1990 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts