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BSI Steel Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, February 20, 2018 at 04:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BSI Steel Ltd S0GARCH
paramt-stat
ω0.65062.83
α0.16725.54
β0.58958.00
γ1-1.4113-1.27
γ22.71451.76
γ3-2.4162-2.38
γ41.36111.33
γ5-0.0018-0.00
γ6-0.1305-0.16
γ7-0.3182-0.36
γ80.16210.23
Estimation Period:
Oct 24, 2007 to Feb 16, 2018
Impact of return on volatility tomorrow
Volatility Forecasts