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V-Lab

Subtron Technology Co Ltd 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 SGARCH
paramt-stat
ω1.73052.84
α0.25835.02
β0.44134.26
γ1-0.4522-1.02
γ20.84471.35
γ3-0.3739-0.89
γ4-0.2944-0.77
γ50.88151.91
γ6-1.4144-2.12
γ71.41262.25
γ8-0.7296-1.64
γ90.26650.61
γ10-0.6308-1.21
Estimation Period:
Nov 21, 2007 to Jan 6, 2023
Impact of return on volatility tomorrow
Volatility Forecasts