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Irish Bank Resolution Corp Ltd/Old Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Irish Bank Resolution Corp Ltd/Old SGARCH
paramt-stat
ω0.44724.76
α0.14376.24
β0.56967.52
γ1-0.3986-1.63
γ20.35290.99
γ30.01170.06
γ40.27391.64
γ5-0.4196-2.61
γ60.26921.77
γ7-0.2358-1.73
γ80.24451.65
γ9-0.0081-0.05
γ100.93193.68
Estimation Period:
Jan 1, 1990 to Jan 15, 2009
Impact of return on volatility tomorrow
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