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V-Lab

Tech Pro Technology Development Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, November 9, 2017 at 09:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tech Pro Technology Development Ltd S0GARCH
paramt-stat
ω3.12483.56
α0.27073.93
β0.725910.52
γ1-0.9633-0.62
γ21.05880.51
γ3-0.6746-0.53
γ41.37180.93
γ5-13.8906-1.78
γ641.72861.83
γ7-45.9032-1.91
γ818.92111.99
Estimation Period:
Sep 6, 2007 to Nov 3, 2017
Impact of return on volatility tomorrow
Volatility Forecasts