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Absolute Software Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 29, 2023 at 04:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Absolute Software Corp S0GARCH
paramt-stat
ω1.95906.41
α0.15847.02
β0.705415.90
γ10.00750.08
γ2-0.0429-0.29
γ30.06490.62
γ4-0.0246-0.28
γ5-0.0711-0.66
γ60.18721.73
γ7-0.2377-2.13
γ80.35253.02
γ9-0.3951-4.25
Estimation Period:
Mar 28, 2000 to Jul 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts