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Inageya Co Ltd 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 SGARCH
paramt-stat
ω1.17856.03
α0.20094.09
β0.61579.86
γ10.04520.57
γ2-0.1244-1.04
γ30.05480.73
γ40.03420.57
γ50.09151.26
γ6-0.1982-2.18
γ70.19232.57
γ8-0.1403-2.88
γ90.01460.23
γ100.10770.96
Estimation Period:
Jan 9, 1990 to Nov 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts