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V-Lab

Allgreen Properties Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Allgreen Properties Ltd SGARCH
paramt-stat
ω1.06834.85
α0.14055.07
β0.51985.53
γ10.29790.83
γ2-0.5669-1.05
γ30.42381.36
γ4-0.1676-0.74
γ50.10840.49
γ6-0.0252-0.11
γ7-0.7680-2.49
γ82.45112.93
Estimation Period:
May 7, 1999 to Jul 26, 2011
Impact of return on volatility tomorrow
Volatility Forecasts