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V-Lab

Gl Sciences Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 2, 2024 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gl Sciences Inc S0GARCH
paramt-stat
ω0.61024.87
α0.15844.69
β0.717116.03
γ1-0.2226-3.47
γ20.21292.39
γ30.06961.40
γ4-0.1095-2.14
γ50.13352.52
γ6-0.1118-1.80
γ7-0.0619-0.99
γ80.15934.01
Estimation Period:
Sep 25, 1995 to Sep 27, 2024
Impact of return on volatility tomorrow
Volatility Forecasts