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Benesse Hldgs Inc 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 SGARCH
paramt-stat
ω0.84935.43
α0.29864.96
β0.37596.06
γ10.08581.07
γ2-0.2008-1.72
γ30.07640.96
γ40.15432.11
γ5-0.2330-3.23
γ60.24632.43
γ7-0.1898-1.52
γ80.00750.07
γ90.20232.11
γ10-0.7769-5.77
Estimation Period:
Oct 26, 1995 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts