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Alps Logistics Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 18, 2024 at 11:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alps Logistics Co Ltd S0GARCH
paramt-stat
ω1.24992.94
α0.09929.25
β0.893452.09
γ1-0.1905-0.95
γ20.18820.67
γ30.00600.03
γ40.00260.01
γ5-0.0943-0.51
γ60.29081.58
γ7-0.3893-2.21
γ80.40032.58
γ9-0.5486-3.51
γ100.53454.69
Estimation Period:
Sep 22, 1995 to Dec 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts