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American Science & Engineering Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 9, 2016 at 09:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of American Science & Engineering Inc S0GARCH
paramt-stat
ω1.55375.51
α0.18044.67
β0.38684.72
γ10.08460.91
γ2-0.1276-0.92
γ30.06870.71
γ40.04780.55
γ5-0.1923-2.21
γ60.14901.72
γ7-0.0558-0.76
γ80.08310.86
γ9-0.0362-0.21
γ10-0.0539-0.32
Estimation Period:
Jan 2, 1990 to Sep 9, 2016
Impact of return on volatility tomorrow
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