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V-Lab

Silk Laser Australia Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, November 19, 2023 at 11:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Silk Laser Australia Limited S0GARCH
paramt-stat
ω0.67481.80
α0.65301.74
β0.11500.83
γ1-96.1154-2.39
γ2122.76682.34
γ30.72860.02
γ4-100.9753-2.79
γ5126.61473.38
γ6-58.9496-2.32
Estimation Period:
Aug 16, 2022 to Nov 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts