Skip to main content
V-Lab

Shin-Nihon Tatemono Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 28, 2024 at 11:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shin-Nihon Tatemono Co Ltd S0GARCH
paramt-stat
ω1.82284.10
α0.21509.14
β0.721128.26
γ10.10920.66
γ2-0.0073-0.03
γ30.06940.40
γ4-0.5891-3.14
γ50.68433.24
γ6-0.4239-2.25
γ70.32571.78
γ8-0.3534-1.99
γ90.24601.40
γ10-0.0084-0.06
Estimation Period:
Sep 10, 2001 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts