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Alexandria Portland Cement Co SAE 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 SGARCH
paramt-stat
ω2.32791.78
α0.38373.95
β0.508511.07
γ11.37902.56
γ2-1.7553-2.39
γ30.36750.91
γ40.42161.23
γ5-1.1472-3.39
γ61.16303.48
γ7-0.5616-1.63
γ80.37051.06
γ9-0.4670-1.35
γ100.78471.20
Estimation Period:
Sep 30, 1996 to Jun 30, 2021
Impact of return on volatility tomorrow
Volatility Forecasts