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Shinko Electric Industries Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 7, 2025 at 12:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinko Electric Industries SGARCH
paramt-stat
ω1.27869.91
α0.13926.55
β0.645521.79
γ10.03161.29
γ20.00640.17
γ3-0.0898-2.70
γ40.09863.23
γ5-0.0976-3.76
γ60.08062.65
γ7-0.0469-1.42
γ80.05371.31
γ9-0.2832-3.10
Estimation Period:
Jan 5, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts