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V-Lab

Core Laboratories Nv Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 5, 2023 at 07:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Core Laboratories Nv S0GARCH
paramt-stat
ω1.03344.56
α0.07754.34
β0.844025.62
γ1-0.1817-0.98
γ20.31451.22
γ3-0.2087-1.28
γ40.17490.83
γ5-0.2300-0.87
γ60.32261.54
γ7-0.4522-3.52
γ80.61694.35
γ9-0.6352-4.15
γ100.34623.10
Estimation Period:
Jan 29, 2001 to Apr 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts