Skip to main content
V-Lab

Kama Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 6, 2024 at 08:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kama Co Ltd SGARCH
paramt-stat
ω1.26635.28
α0.10538.18
β0.835337.37
γ1-0.2488-2.77
γ20.50223.76
γ3-0.4328-4.47
γ40.23552.26
γ5-0.1030-0.86
γ60.14301.28
γ7-0.1387-1.35
γ80.02410.18
γ90.15140.68
Estimation Period:
Jun 24, 1998 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts