V-Lab
V-Lab
Ukrsotsbank JSCB GARCH Volatility Analysis
Volatility Prediction for Monday, December 26th, 2016:234.79% (+160.38%)

Analysis last updated: Monday, March 1, 2021 at 09:52 PM UTC

Date Range:

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graph of Ukrsotsbank JSCB GARCH
paramt-stat
ω2.558913.85
α0.243816.94
β0.655240.44
Estimation Period:
Apr 13, 2006 to Dec 23, 2016
Impact of return on volatility tomorrow
Volatility Forecasts