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Continental Building Products Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 1, 2020 at 01:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Continental Building Products Inc S0GARCH
paramt-stat
ω1.11033.76
α0.20802.34
β0.31842.40
γ1-1.6158-0.58
γ20.81500.20
γ32.45250.95
γ4-4.0670-1.76
γ54.83401.95
γ6-2.8577-1.04
γ7-1.0155-0.33
γ84.88401.45
γ9-8.2604-2.86
γ107.25994.54
Estimation Period:
Feb 5, 2014 to Jan 31, 2020
Impact of return on volatility tomorrow
Volatility Forecasts