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Pc Depot Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, November 2, 2023 at 01:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pc Depot Corp S0GARCH
paramt-stat
ω1.16125.89
α0.16487.25
β0.660214.43
γ10.04170.31
γ2-0.2614-1.28
γ30.45503.07
γ4-0.4806-2.90
γ50.57363.11
γ6-0.5367-2.96
γ70.23441.33
γ8-0.0285-0.14
γ90.01520.06
γ10-0.0067-0.03
Estimation Period:
Mar 22, 2001 to Oct 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts