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V-Lab

Subtron Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 12, 2023 at 01:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Subtron Technology Co Ltd S0GARCH
paramt-stat
ω1.74512.87
α0.25504.99
β0.44574.28
γ1-0.4266-0.97
γ20.80771.30
γ3-0.3617-0.86
γ4-0.2870-0.75
γ50.86041.86
γ6-1.3828-2.06
γ71.36162.17
γ8-0.6349-1.45
γ90.07330.18
γ10-0.1224-0.41
Estimation Period:
Nov 21, 2007 to Jan 6, 2023
Impact of return on volatility tomorrow
Volatility Forecasts