V-Lab
V-Lab

Programmed Skilled Workforce Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 2nd, 2015:47.89% (+11.16%)

Analysis last updated: Friday, January 29, 2016 at 02:37 AM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Programmed Skilled Workforce Ltd S0GARCH
paramt-stat
ω0.65157.51
α0.20307.62
β0.592112.26
γ1-0.0324-0.36
γ20.02860.19
γ30.01810.14
γ4-0.2364-1.75
γ50.53613.57
γ6-0.4242-3.63
γ70.00130.01
γ80.24692.18
γ9-0.1893-2.08
Estimation Period:
Jul 27, 1994 to Sep 25, 2015
Impact of return on volatility tomorrow
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