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V-Lab

Adcorp Australia Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 19, 2019 at 10:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Adcorp Australia Limited SGARCH
paramt-stat
ω0.34544.06
α0.16824.72
β0.38943.58
γ1-0.7985-2.56
γ20.96622.17
γ30.04030.15
γ4-0.1003-0.43
γ5-0.4167-1.82
γ60.64542.62
γ7-0.4218-1.27
Estimation Period:
Nov 4, 1999 to Nov 29, 2019
Impact of return on volatility tomorrow
Volatility Forecasts