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Apollo Tricoat Tubes Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, December 6, 2022 at 12:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Apollo Tricoat Tubes Ltd S0GARCH
paramt-stat
ω0.56571.41
α0.27296.41
β0.568910.69
γ1-3.3261-1.40
γ23.75501.23
γ30.68120.39
γ4-2.7160-1.30
γ52.98831.68
γ6-2.1862-1.53
γ72.05220.98
γ8-3.2140-1.17
γ92.95571.52
Estimation Period:
Sep 4, 2014 to Nov 18, 2022
Impact of return on volatility tomorrow
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