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Cargo Carriers Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, January 14, 2019 at 04:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cargo Carriers Ltd S0GARCH
paramt-stat
ω0.49531.88
α0.12002.95
β0.68814.83
γ1-4.2799-1.63
γ24.68401.36
γ31.03670.53
γ4-3.2628-1.62
γ53.25341.74
γ6-2.9443-1.49
γ73.30971.70
γ8-3.3851-2.19
γ93.61322.45
γ10-3.2872-2.95
Estimation Period:
Jan 2, 1990 to Jan 11, 2019
Impact of return on volatility tomorrow
Volatility Forecasts