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Alexandria Portland Cement Co SAE Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 17, 2021 at 09:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alexandria Portland Cement Co SAE S0GARCH
paramt-stat
ω2.56091.63
α0.34893.67
β0.57398.76
γ11.40162.37
γ2-1.7686-2.19
γ30.34550.78
γ40.43121.15
γ5-1.1105-3.03
γ61.08883.05
γ7-0.4802-1.31
γ80.23330.63
γ9-0.1494-0.46
γ10-0.0647-0.26
Estimation Period:
Sep 30, 1996 to Jun 30, 2021
Impact of return on volatility tomorrow
Volatility Forecasts