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V-Lab

Renewable Japan Co.Ltd. Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 19, 2025 at 09:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Renewable Japan Co.Ltd. SGARCH
paramt-stat
ω2.16872.36
α0.21842.61
β0.00000.00
γ135.12190.94
γ2-39.1586-0.76
γ337.57981.00
γ4-88.2324-2.30
γ5141.69593.61
γ6-244.1824-3.78
γ7320.12953.39
Estimation Period:
Dec 15, 2023 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts