Skip to main content
V-Lab

Quantapia Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, February 21, 2025 at 12:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Quantapia Inc S0GARCH
paramt-stat
ω3.21021.40
α0.349525.12
β0.647244.40
γ10.43771.10
γ2-1.1308-2.10
γ31.47293.72
γ4-1.3668-2.72
γ51.51732.00
γ6-8.2047-6.60
γ720.54508.43
γ8-21.0330-6.60
γ99.55124.09
γ10-2.5054-2.27
Estimation Period:
Jun 6, 2005 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts