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V-Lab

Alps Logistics Co Ltd 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 SGARCH
paramt-stat
ω0.97243.21
α0.09438.13
β0.882733.63
γ1-0.1425-2.02
γ20.16901.68
γ3-0.0436-0.58
γ4-0.0099-0.12
γ50.12871.57
γ6-0.1912-1.83
γ70.21641.72
γ8-0.5734-4.21
Estimation Period:
Sep 22, 1995 to Dec 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts