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V-Lab

Ardepro Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, April 28, 2024 at 12:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ardepro Co Ltd S0GARCH
paramt-stat
ω1.45072.61
α0.11027.55
β0.850437.40
γ10.25620.92
γ20.01720.05
γ3-0.7820-3.58
γ41.01314.36
γ5-1.1245-4.47
γ61.00843.59
γ7-0.2264-0.91
γ8-0.6088-2.20
γ90.85362.06
γ10-0.5572-1.42
Estimation Period:
Mar 19, 2004 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts