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Corp Lindley SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, November 19, 2022 at 02:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Corp Lindley SA S0GARCH
paramt-stat
ω0.87342.20
α0.11352.50
β0.82519.28
γ10.29560.23
γ2-1.8762-1.08
γ32.22422.17
γ4-0.1483-0.12
γ5-1.4540-1.12
γ62.22831.69
γ7-2.3616-1.52
γ82.88012.14
γ9-4.0769-4.23
γ103.29546.69
Estimation Period:
Jan 16, 1998 to Nov 11, 2022
Impact of return on volatility tomorrow
Volatility Forecasts