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Keiyo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, January 6, 2024 at 03:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Keiyo Co Ltd S0GARCH
paramt-stat
ω1.69044.46
α0.18456.80
β0.657617.49
γ1-0.0020-0.03
γ20.05280.49
γ3-0.1185-2.55
γ40.12823.46
γ5-0.1210-3.16
γ60.06001.59
γ70.09452.55
γ8-0.1737-3.96
γ90.10282.59
Estimation Period:
Jan 4, 1990 to Jan 2, 2024
Impact of return on volatility tomorrow
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