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V-Lab

Altium Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, August 7, 2024 at 12:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Altium Ltd S0GARCH
paramt-stat
ω0.96878.08
α0.09034.57
β0.737816.99
γ10.22592.38
γ2-0.3102-1.84
γ30.09520.57
γ40.09300.67
γ5-0.4937-3.52
γ60.72464.48
γ7-0.3487-2.13
γ8-0.0342-0.14
γ90.00450.01
γ100.08800.35
Estimation Period:
Aug 4, 1999 to Aug 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts