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V-Lab

Kyoden Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, October 28, 2023 at 12:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kyoden Co Ltd S0GARCH
paramt-stat
ω1.22354.12
α0.23596.84
β0.59359.95
γ1-0.0401-0.58
γ2-0.0004-0.00
γ30.12391.74
γ4-0.1598-1.69
γ50.11861.07
γ6-0.0378-0.51
γ7-0.0460-0.90
γ80.07311.62
Estimation Period:
Sep 29, 1997 to Oct 20, 2023
Impact of return on volatility tomorrow
Volatility Forecasts