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Mimasu Semiconductor Ind Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, November 17, 2024 at 12:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mimasu Semiconductor Ind Co S0GARCH
paramt-stat
ω1.81073.11
α0.13749.78
β0.843387.34
γ1-0.0550-0.38
γ20.00910.04
γ30.08860.64
γ40.06040.44
γ5-0.2764-2.21
γ60.28002.28
γ7-0.1457-1.21
γ80.11251.11
γ9-0.4165-3.82
γ100.62707.49
Estimation Period:
Jan 20, 1995 to Nov 15, 2024
Impact of return on volatility tomorrow
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