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V-Lab

Core Laboratories Nv 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 SGARCH
paramt-stat
ω1.02674.55
α0.07734.40
β0.845626.23
γ1-0.2031-1.11
γ20.35431.38
γ3-0.2465-1.51
γ40.21301.02
γ5-0.2632-1.00
γ60.34831.67
γ7-0.4735-3.66
γ80.63794.33
γ9-0.6615-3.85
γ100.39761.96
Estimation Period:
Jan 29, 2001 to Apr 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts