Skip to main content
V-Lab

European Cannabis Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 8, 2017 at 07:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of European Cannabis Corp Ltd S0GARCH
paramt-stat
ω0.62933.90
α0.12033.28
β0.70837.11
γ1-2.6709-0.77
γ25.48701.01
γ3-5.4443-0.88
γ47.56261.05
γ5-15.6310-2.72
γ619.05504.23
γ7-10.9322-2.96
γ85.18201.61
γ9-6.5928-2.19
γ106.01492.84
Estimation Period:
Apr 20, 2006 to Mar 3, 2017
Impact of return on volatility tomorrow
Volatility Forecasts