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V-Lab

Amalgamated Electronic Corp Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 25, 2016 at 06:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Amalgamated Electronic Corp Ltd SGARCH
paramt-stat
ω1.57792.13
α0.16205.73
β0.775819.18
γ11.72572.36
γ2-3.8758-3.74
γ33.97687.92
γ4-2.9334-7.80
γ51.75054.12
γ6-0.5603-1.28
γ7-1.2618-2.15
Estimation Period:
Jul 9, 1998 to Oct 21, 2016
Impact of return on volatility tomorrow
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