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Takoma OYJ Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, March 20, 2017 at 06:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Takoma OYJ S0GARCH
paramt-stat
ω0.97923.70
α0.27232.93
β0.10771.53
γ11.43542.86
γ2-2.1371-3.08
γ30.38041.01
γ41.20103.25
γ5-1.6731-3.76
γ61.61942.19
γ7-1.2518-1.20
γ80.25590.28
γ90.29500.63
Estimation Period:
Jul 17, 1996 to Mar 10, 2017
Impact of return on volatility tomorrow
Volatility Forecasts