Skip to main content
V-Lab

I-Pex Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 13, 2025 at 11:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of I-Pex Inc S0GARCH
paramt-stat
ω0.94986.77
α0.18675.25
β0.46706.71
γ1-0.1676-1.82
γ20.15451.19
γ30.08100.86
γ4-0.1074-1.02
γ50.13931.21
γ6-0.3095-2.48
γ70.40653.08
γ8-0.2630-2.60
Estimation Period:
Nov 17, 2006 to Mar 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts