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Iwasaki Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 15, 2023 at 11:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Iwasaki Electric Co Ltd S0GARCH
paramt-stat
ω1.44408.32
α0.17518.14
β0.663817.95
γ10.00060.02
γ20.05211.22
γ3-0.1334-4.72
γ40.16586.28
γ5-0.1355-4.41
γ60.03411.08
γ70.04701.27
γ8-0.0344-1.00
Estimation Period:
Jan 4, 1990 to Jun 9, 2023
Impact of return on volatility tomorrow
Volatility Forecasts