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Techno Associe Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, April 29, 2023 at 10:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Techno Associe Co Ltd SGARCH
paramt-stat
ω0.40383.05
α0.28884.90
β0.572015.16
γ1-0.5636-3.38
γ20.55432.33
γ30.03090.22
γ40.13531.17
γ5-0.3826-3.60
γ60.40493.33
γ7-0.3359-2.89
γ80.22491.77
γ90.06300.29
γ10-0.6613-2.08
Estimation Period:
Oct 28, 1993 to Apr 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts