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V-Lab

Lippo Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 29, 2025 at 08:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lippo Ltd S0GARCH
paramt-stat
ω1.84192.12
α0.09015.91
β0.853632.63
γ1-0.1466-0.24
γ20.00230.00
γ30.28270.45
γ40.41200.40
γ5-1.4234-0.89
γ61.05250.67
γ70.88900.89
γ8-2.2645-3.37
γ92.03433.41
γ10-1.2692-2.66
Estimation Period:
Jan 2, 2007 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts