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Capro Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 11:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Capro Corp S0GARCH
paramt-stat
ω2.62650.18
α0.825210.80
β0.17252.98
γ1-0.1884-1.59
γ20.21761.16
γ3-0.0761-0.71
γ40.07460.63
γ5-0.0562-0.53
γ60.13430.28
γ7-11.9436-0.13
γ816.82380.06
γ91.71900.01
γ10-6.6464-0.04
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Impact of return on volatility tomorrow
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