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V-Lab

Arti Surfactants Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, April 14, 2024 at 12:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Arti Surfactants Ltd SGARCH
paramt-stat
ω83.1880831,880,400.00
α0.46484,647,620.00
β0.53075,307,400.00
γ11,673.717016,737,170,000.00
γ2-3,039.4490-30,394,490,000.00
γ3-193.2244-1,932,244,000.00
γ41,172.985011,729,850,000.00
γ51,848.356018,483,560,000.00
γ6731.19037,311,903,000.00
γ7-2,785.9630-27,859,630,000.00
γ8-6,326.0230-63,260,230,000.00
γ9-5,843.2920-58,432,920,000.00
γ10-1,011.1000-10,111,000,000.00
Estimation Period:
Feb 23, 2023 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts