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V-Lab

Polytec Asset Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 11, 2021 at 04:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polytec Asset Holdings Ltd SGARCH
paramt-stat
ω1.02173.43
α0.16554.40
β0.757613.55
γ1-0.4292-2.30
γ20.31391.15
γ30.47412.97
γ4-0.6183-4.89
γ50.34463.12
γ6-0.1004-0.82
γ70.20061.49
γ8-0.6207-4.07
γ91.45154.07
Estimation Period:
Sep 9, 1998 to May 7, 2021
Impact of return on volatility tomorrow
Volatility Forecasts