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Raysum Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 5, 2025 at 01:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Raysum Co Ltd S0GARCH
paramt-stat
ω1.76683.84
α0.19027.86
β0.660521.20
γ10.06060.64
γ20.01380.10
γ3-0.1448-1.32
γ40.17621.41
γ5-0.3310-2.36
γ60.43603.56
γ7-0.3758-3.31
γ80.34222.91
γ9-0.2530-2.72
Estimation Period:
Aug 8, 2001 to Feb 28, 2025
Impact of return on volatility tomorrow
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