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Soshin Electric Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 20, 2024 at 11:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Soshin Electric Co S0GARCH
paramt-stat
ω1.01753.34
α0.12678.76
β0.811629.81
γ1-0.0251-0.32
γ2-0.0375-0.35
γ30.12152.05
γ4-0.0451-0.89
γ5-0.1298-2.55
γ60.32845.60
γ7-0.4057-6.43
γ80.26665.09
Estimation Period:
Jan 20, 1995 to Jul 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts