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Kansai Food Market Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 2, 2024 at 11:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kansai Food Market Ltd S0GARCH
paramt-stat
ω1.67305.90
α0.13526.30
β0.804728.11
γ10.09923.05
γ2-0.1955-3.89
γ30.13703.38
γ4-0.0100-0.25
γ5-0.0175-0.44
γ6-0.0317-0.98
γ70.00920.41
Estimation Period:
Nov 19, 1992 to Jul 26, 2024
Impact of return on volatility tomorrow
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