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Irish Bank Resolution Corp Ltd/Old Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Irish Bank Resolution Corp Ltd/Old S0GARCH
paramt-stat
ω0.59774.44
α0.08415.91
β0.887954.01
γ1-0.2134-3.63
γ20.32523.61
γ3-0.1693-2.72
γ40.08751.61
γ5-0.0345-0.84
Estimation Period:
Jan 1, 1990 to Jan 15, 2009
Impact of return on volatility tomorrow
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