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Inageya Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, December 3, 2024 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Inageya Co Ltd S0GARCH
paramt-stat
ω1.09685.65
α0.19874.10
β0.623810.11
γ10.01360.17
γ2-0.0778-0.66
γ30.03040.41
γ40.05040.83
γ50.07901.07
γ6-0.1884-2.03
γ70.18792.47
γ8-0.1484-3.12
γ90.04960.91
γ100.00650.12
Estimation Period:
Jan 9, 1990 to Nov 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts