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Shidax Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 20, 2024 at 04:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shidax Corp S0GARCH
paramt-stat
ω1.53314.43
α0.25295.48
β0.689413.89
γ1-0.2162-1.02
γ20.34800.99
γ3-0.2640-1.03
γ40.18160.79
γ5-0.1519-0.58
γ60.43691.28
γ7-0.6096-1.35
γ80.54331.29
γ9-0.5371-2.01
γ100.35112.61
Estimation Period:
Apr 3, 2001 to Mar 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts