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V-Lab

Pendal Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, January 25, 2023 at 08:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Pendal Group Ltd S0GARCH
paramt-stat
ω0.67504.58
α0.17402.93
β0.50282.88
γ18.84661.10
γ2-22.8409-1.85
γ327.02973.51
γ4-26.6025-3.32
γ524.26152.41
γ6-9.2467-0.82
γ7-9.1882-0.78
γ810.58381.10
γ9-2.4000-0.40
Estimation Period:
Sep 16, 2019 to Jan 20, 2023
Impact of return on volatility tomorrow
Volatility Forecasts