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Kyoei Sangyo Co Ltd (Whsl) Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, October 16, 2025 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kyoei Sangyo Co Ltd (Whsl) SGARCH
paramt-stat
ω1.53347.10
α0.15887.61
β0.728523.00
γ1-0.0016-0.03
γ20.06630.95
γ3-0.1208-2.26
γ40.01510.24
γ50.14932.53
γ6-0.1963-3.44
γ70.12642.28
γ8-0.0483-0.98
γ90.04990.89
γ10-0.1121-0.83
Estimation Period:
Jan 4, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts