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Bank of Okinawa Ltd/The Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 24, 2023 at 04:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank of Okinawa Ltd/The S0GARCH
paramt-stat
ω0.81424.45
α0.13989.94
β0.769735.35
γ1-0.0524-0.71
γ20.08740.83
γ3-0.1662-3.01
γ40.31207.36
γ5-0.2892-6.68
γ60.15053.40
γ7-0.0714-1.87
γ80.04941.52
γ9-0.0257-1.13
Estimation Period:
Jan 4, 1990 to May 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts