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Taiwan Leader Biotech Corp 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 SGARCH
paramt-stat
ω0.83032.71
α0.14823.79
β0.50074.27
γ1-0.5423-0.24
γ21.14310.38
γ3-1.3835-0.67
γ42.24080.93
γ5-3.8794-1.59
γ67.82173.44
γ7-10.8570-4.81
γ88.66733.23
γ9-6.3593-2.51
γ1010.08703.36
Estimation Period:
Jan 14, 2016 to Dec 30, 2022
Impact of return on volatility tomorrow
Volatility Forecasts