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Consolidated Infrastructure Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, December 15, 2020 at 02:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Consolidated Infrastructure Group Ltd S0GARCH
paramt-stat
ω1.17782.13
α0.19922.70
β0.694212.62
γ1-1.5314-2.34
γ22.63242.89
γ3-1.3021-1.93
γ40.14370.21
γ50.58990.80
γ6-0.8196-0.96
γ70.61391.07
γ8-0.7764-2.93
Estimation Period:
Nov 28, 2007 to Nov 13, 2020
Impact of return on volatility tomorrow
Volatility Forecasts