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Benesse Hldgs Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, May 22, 2024 at 11:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Benesse Hldgs Inc S0GARCH
paramt-stat
ω0.77206.50
α0.24176.24
β0.48188.39
γ10.01650.39
γ2-0.1301-2.15
γ30.19585.55
γ4-0.1369-3.40
γ50.13442.28
γ6-0.1456-1.76
γ70.06820.87
γ80.01830.42
Estimation Period:
Oct 26, 1995 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts