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Philly Shipyard Asa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, September 10, 2025 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Philly Shipyard Asa S0GARCH
paramt-stat
ω0.81106.55
α0.13712.14
β0.00000.00
γ16.43263.79
γ2-7.8674-3.04
γ30.58860.27
γ43.40591.13
γ5-5.0139-1.08
γ61.22680.23
γ75.58771.53
γ8-7.0754-2.90
Estimation Period:
Feb 17, 2021 to Sep 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts