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Amana Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, January 31, 2024 at 12:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amana Inc S0GARCH
paramt-stat
ω2.30932.44
α0.36216.71
β0.600816.02
γ10.09690.33
γ2-0.0940-0.23
γ3-0.3058-0.99
γ40.83611.96
γ5-0.8874-1.75
γ60.36650.77
γ70.15660.43
γ8-0.5129-1.57
γ90.97141.96
γ10-0.9911-2.04
Estimation Period:
Jul 9, 2004 to Jan 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts