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V-Lab

Radius Global Infrastructure Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, October 4, 2020 at 09:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Radius Global Infrastructure Inc S0GARCH
paramt-stat
ω1.81452.06
α0.36185.60
β0.59556.73
γ129.08780.98
γ2-50.5702-1.10
γ357.56891.60
γ4-64.1346-1.94
γ534.58721.35
γ60.30330.01
γ7-13.6251-0.43
Estimation Period:
Nov 13, 2017 to Oct 2, 2020
Impact of return on volatility tomorrow
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