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V-Lab

Tomizone Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 23, 2022 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tomizone Limited SGARCH
paramt-stat
ω100.00001,000,000,000.00
α0.35553,554,940.00
β0.64456,445,060.00
γ15.104051,040,190.00
γ212.2524122,523,700.00
γ3-67.4451-674,450,900.00
γ4-39.9132-399,131,500.00
Estimation Period:
Feb 20, 1996 to Nov 18, 2022
Impact of return on volatility tomorrow
Volatility Forecasts