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Bank of Okinawa Ltd/The 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 SGARCH
paramt-stat
ω0.78094.38
α0.14009.84
β0.766934.42
γ1-0.0678-0.93
γ20.11231.09
γ3-0.1839-3.37
γ40.32837.83
γ5-0.3051-7.13
γ60.16793.83
γ7-0.0962-2.50
γ80.09812.57
γ9-0.1497-2.43
Estimation Period:
Jan 4, 1990 to May 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts