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Badaro No 3 Ship Investment Co Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 24, 2016 at 06:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Badaro No 3 Ship Investment Co SGARCH
paramt-stat
ω0.19671.94
α0.38164.94
β0.51375.81
γ16.28821.23
γ2-11.2943-1.51
γ39.03862.05
γ4-6.4287-2.32
γ5-1.7032-0.25
γ610.62070.99
γ7-11.9770-1.32
γ810.65611.66
γ9-11.0855-1.18
Estimation Period:
Nov 2, 2006 to May 20, 2016
Impact of return on volatility tomorrow
Volatility Forecasts