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Mics Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 3, 2024 at 01:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mics Chemical Co Ltd S0GARCH
paramt-stat
ω1.89523.54
α0.27284.60
β0.51987.67
γ1-0.0099-0.09
γ2-0.0040-0.02
γ30.04720.47
γ40.07700.86
γ5-0.3218-2.87
γ60.41993.03
γ7-0.4314-2.89
γ80.40182.69
γ9-0.2487-1.77
γ100.08840.82
Estimation Period:
Jan 20, 1995 to Jan 26, 2024
Impact of return on volatility tomorrow
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