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V-Lab

Snow Peak Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 10, 2024 at 11:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Snow Peak Inc S0GARCH
paramt-stat
ω1.88062.03
α0.27455.59
β0.665927.99
γ1-2.1129-1.80
γ24.25172.43
γ3-3.8671-2.64
γ42.96062.01
γ5-1.4748-1.23
γ60.07930.08
γ7-1.7067-2.32
γ83.68428.14
Estimation Period:
Dec 11, 2014 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts