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Joban Kosan Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, February 23, 2025 at 03:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Joban Kosan Co Ltd S0GARCH
paramt-stat
ω3.11022.82
α0.14403.94
β0.854323.16
γ1-0.0229-0.13
γ20.00640.03
γ30.05640.63
γ4-0.1975-1.97
γ50.45172.95
γ6-0.6106-3.37
γ70.51923.92
γ8-0.4041-4.61
γ90.34745.77
Estimation Period:
Jan 5, 1990 to Feb 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts