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V-Lab

Kyoden Co Ltd 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 SGARCH
paramt-stat
ω1.13853.42
α0.27256.75
β0.559710.42
γ1-0.1383-1.01
γ20.15710.77
γ3-0.0599-0.41
γ40.17571.24
γ5-0.3219-2.39
γ60.34863.13
γ7-0.2386-2.24
γ80.07770.45
γ90.05850.34
γ10-0.3939-1.69
Estimation Period:
Sep 29, 1997 to Oct 20, 2023
Impact of return on volatility tomorrow
Volatility Forecasts