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V-Lab

Ashot Ashkelon Industries Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, December 1st, 2024:62.50% (-3.44%)

Analysis last updated: Sunday, December 1, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ashot Ashkelon Industries S0GARCH
paramt-stat
ω1.04123.17
α0.07683.96
β0.874330.58
γ1-0.8044-1.43
γ21.28161.51
γ3-0.7106-1.42
γ40.23880.64
γ50.19710.51
γ6-0.7525-1.49
γ71.24931.87
γ8-1.0192-1.36
γ90.56131.02
γ10-0.4428-1.64
Estimation Period:
Mar 15, 2011 to Nov 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts