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V-Lab

Keiyo Co Ltd 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 SGARCH
paramt-stat
ω1.73034.59
α0.19505.86
β0.631716.25
γ1-0.0002-0.00
γ20.05580.53
γ3-0.1309-2.87
γ40.14403.94
γ5-0.1352-3.58
γ60.07051.91
γ70.08562.34
γ8-0.1620-3.52
γ90.07530.69
Estimation Period:
Jan 4, 1990 to Jan 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts