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Iwatsu Electric Co Ltd 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 SGARCH
paramt-stat
ω0.92865.78
α0.13618.98
β0.768531.51
γ1-0.0989-1.76
γ20.22282.67
γ3-0.2260-3.50
γ40.09231.61
γ50.08201.74
γ6-0.1213-2.23
γ70.03880.72
γ8-0.0113-0.20
γ90.05460.82
γ100.16161.28
Estimation Period:
Jan 4, 1990 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts