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Kama Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 6, 2024 at 08:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kama Co Ltd S0GARCH
paramt-stat
ω1.30175.41
α0.10798.35
β0.831337.86
γ1-0.2288-2.55
γ20.46923.52
γ3-0.4093-4.24
γ40.21702.09
γ5-0.0914-0.77
γ60.14281.29
γ7-0.1621-1.67
γ80.09790.89
γ9-0.0540-0.58
Estimation Period:
Jun 24, 1998 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts