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Taiwan Leader Biotech Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 5, 2023 at 01:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Taiwan Leader Biotech Corp S0GARCH
paramt-stat
ω0.81822.30
α0.15703.94
β0.58255.81
γ1-0.8565-0.33
γ21.53870.44
γ3-1.5111-0.65
γ42.34270.90
γ5-3.8945-1.53
γ67.60863.23
γ7-10.2789-4.24
γ87.15312.47
γ9-2.5317-0.97
γ100.20880.12
Estimation Period:
Jan 14, 2016 to Dec 30, 2022
Impact of return on volatility tomorrow
Volatility Forecasts