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V-Lab

Silk Laser Australia Limited 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 SGARCH
paramt-stat
ω1.13803.91
α0.05611.06
β0.00000.00
γ139.87981.02
γ2-110.2423-1.73
γ3157.66862.88
γ4-133.4173-2.29
γ549.47780.54
γ6-69.4691-0.56
γ7174.87271.51
γ8-207.4112-2.29
Estimation Period:
Aug 16, 2022 to Nov 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts