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Sunwood Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 28, 2024 at 11:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sunwood Corp S0GARCH
paramt-stat
ω1.56063.34
α0.34496.52
β0.586413.67
γ1-0.2990-1.38
γ20.62301.91
γ3-0.6642-2.53
γ40.52411.76
γ5-0.2554-1.12
γ60.00890.05
γ70.18010.77
γ80.06290.23
γ9-0.4925-1.76
γ100.43491.75
Estimation Period:
Sep 10, 2002 to Mar 22, 2024
Impact of return on volatility tomorrow
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