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V-Lab

APN Outdoor Group Pty Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, October 18, 2018 at 06:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of APN Outdoor Group Pty Ltd SGARCH
paramt-stat
ω0.56585.46
α0.06961.82
β0.38991.40
γ1-2.4042-0.55
γ21.31210.18
γ32.77880.54
γ4-5.0153-1.11
γ56.54201.45
γ6-6.5855-1.28
γ79.92052.03
γ8-30.2025-5.25
Estimation Period:
Nov 11, 2014 to Oct 12, 2018
Impact of return on volatility tomorrow
Volatility Forecasts