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V-Lab

Aoki Super Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 2, 2024 at 11:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aoki Super Co Ltd SGARCH
paramt-stat
ω1.76493.93
α0.18645.15
β0.649411.95
γ1-0.3251-2.59
γ20.43292.43
γ3-0.1154-0.97
γ40.06980.54
γ5-0.1457-0.99
γ60.20171.64
γ7-0.3179-2.37
γ80.45992.64
γ9-0.4986-3.13
γ100.78053.61
Estimation Period:
Jan 23, 1995 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts