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V-Lab

Shidax Corp 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 SGARCH
paramt-stat
ω1.62984.12
α0.24855.17
β0.704512.96
γ1-0.2240-0.99
γ20.36500.97
γ3-0.2844-1.03
γ40.20640.86
γ5-0.1752-0.66
γ60.44421.25
γ7-0.5751-1.22
γ80.37550.85
γ90.00330.01
γ10-1.3921-4.84
Estimation Period:
Apr 3, 2001 to Mar 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts