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V-Lab

AccessKenya Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, April 14, 2016 at 05:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of AccessKenya Group Ltd S0GARCH
paramt-stat
ω1.08533.16
α0.33557.07
β0.40746.04
γ10.52740.62
γ2-1.1266-0.97
γ31.46712.24
γ4-1.6076-2.91
γ50.98472.69
Estimation Period:
Jun 4, 2007 to May 6, 2013
Impact of return on volatility tomorrow
Volatility Forecasts