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V-Lab

Philly Shipyard Asa 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 SGARCH
paramt-stat
ω0.82356.22
α0.14372.31
β0.00000.00
γ16.96383.08
γ2-7.1537-2.04
γ3-2.1549-0.76
γ45.12541.57
γ5-3.5859-0.78
γ6-0.3341-0.04
γ7-1.5849-0.16
γ811.74151.29
γ9-21.5221-2.42
Estimation Period:
Feb 17, 2021 to Sep 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts