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V-Lab

Ardepro Co Ltd 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 SGARCH
paramt-stat
ω1.49122.79
α0.12777.87
β0.804728.77
γ10.28161.07
γ2-0.0071-0.02
γ3-0.7956-4.28
γ41.03435.10
γ5-1.1208-5.15
γ60.99724.23
γ7-0.3004-1.47
γ8-0.2975-1.52
γ90.02970.14
γ101.50313.74
Estimation Period:
Mar 19, 2004 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts