Skip to main content
V-Lab

Cargo Carriers Ltd 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 SGARCH
paramt-stat
ω0.47942.16
α0.12292.72
β0.65153.86
γ1-3.7478-2.35
γ25.44812.50
γ3-2.3818-2.15
γ40.70300.78
γ50.05060.04
γ6-0.1313-0.10
γ70.77230.79
γ8-1.2382-1.13
Estimation Period:
Jan 2, 1990 to Jan 11, 2019
Impact of return on volatility tomorrow
Volatility Forecasts