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Teco Electro Devices Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2024 at 07:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Teco Electro Devices Co Ltd SGARCH
paramt-stat
ω1.48591.87
α0.13274.30
β0.58327.57
γ10.10350.12
γ2-0.0258-0.02
γ3-0.0820-0.17
γ40.17680.40
γ5-0.5359-1.16
γ61.08242.05
γ7-1.4949-2.35
γ81.21531.78
γ9-0.7097-1.24
γ10-0.9949-1.80
Estimation Period:
Nov 14, 2008 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts