Skip to main content
V-Lab

Adacel Technologies Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 10, 2025 at 08:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Adacel Technologies Ltd S0GARCH
paramt-stat
ω0.74805.52
α0.15055.04
β0.50456.27
γ1-0.3200-2.09
γ20.44351.99
γ3-0.1186-1.00
γ4-0.0188-0.22
γ50.12451.30
γ6-0.5137-4.28
γ70.92336.80
γ8-0.9263-5.01
γ90.65762.60
γ10-0.3334-1.57
Estimation Period:
Feb 27, 1998 to Jan 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts