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Aoki Super Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 2, 2024 at 11:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aoki Super Co Ltd S0GARCH
paramt-stat
ω1.89673.79
α0.18224.88
β0.690911.84
γ1-0.2905-2.19
γ20.37381.97
γ3-0.0647-0.51
γ40.02190.16
γ5-0.1077-0.67
γ60.16241.22
γ7-0.2528-1.69
γ80.32371.62
γ9-0.1787-0.81
γ10-0.0265-0.13
Estimation Period:
Jan 23, 1995 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts