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Alinma Tokio Marine Co Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 27, 2023 at 08:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alinma Tokio Marine Co SGARCH
paramt-stat
ω1.77733.00
α0.12804.76
β0.770317.71
γ10.50041.03
γ2-0.1623-0.25
γ3-0.8315-2.42
γ40.69191.96
γ5-0.3472-0.87
γ60.69201.88
γ7-1.2423-3.47
γ81.28953.09
γ9-1.1798-1.57
Estimation Period:
Jun 22, 2012 to Oct 26, 2023
Impact of return on volatility tomorrow
Volatility Forecasts