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V-Lab

Yachiyo Industry Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 12, 2024 at 04:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yachiyo Industry Co Ltd SGARCH
paramt-stat
ω2.76391.76
α0.29635.83
β0.673120.05
γ10.07240.63
γ2-0.1946-1.25
γ30.20751.76
γ4-0.0484-0.33
γ5-0.1193-0.75
γ60.09130.60
γ70.06300.40
γ8-0.1566-0.94
γ90.31191.82
γ10-1.4213-7.03
Estimation Period:
Jan 20, 1995 to Jan 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts