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Joban Kosan Co Ltd 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 SGARCH
paramt-stat
ω2.90722.33
α0.14632.99
β0.850316.34
γ10.00940.05
γ2-0.0302-0.13
γ30.06280.72
γ4-0.1947-2.00
γ50.43252.88
γ6-0.5764-3.22
γ70.46413.46
γ8-0.1859-1.84
γ9-0.2693-1.90
Estimation Period:
Jan 5, 1990 to Feb 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts