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V-Lab

Tli Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 20, 2024 at 04:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tli Inc S0GARCH
paramt-stat
ω7.13252.19
α0.518536.75
β0.478039.94
γ10.03660.04
γ2-0.2386-0.23
γ30.32170.86
γ4-0.1882-0.61
γ50.13150.47
γ6-0.2150-0.62
γ70.78851.07
γ8-20.7500-11.82
γ958.786613.69
γ10-57.4492-13.06
Estimation Period:
Aug 2, 2006 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts