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Soshin Electric Co 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 SGARCH
paramt-stat
ω1.01813.28
α0.12549.46
β0.816029.66
γ1-0.0232-0.29
γ2-0.0427-0.39
γ30.12812.14
γ4-0.0507-0.99
γ5-0.1257-2.40
γ60.32245.09
γ7-0.3889-5.01
γ80.21281.48
Estimation Period:
Jan 20, 1995 to Jul 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts