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Mimasu Semiconductor Ind Co 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 SGARCH
paramt-stat
ω1.53533.88
α0.13516.94
β0.816154.71
γ1-0.0201-0.31
γ2-0.0257-0.28
γ30.17243.18
γ4-0.2586-5.62
γ50.21774.20
γ6-0.1329-2.09
γ70.11851.69
γ8-0.5439-6.61
Estimation Period:
Jan 20, 1995 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts