Skip to main content
V-Lab

Capilano Honey Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, November 15, 2018 at 05:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Capilano Honey Ltd S0GARCH
paramt-stat
ω1.09042.75
α0.22554.99
β0.50097.08
γ1-3.0704-0.89
γ23.78720.75
γ3-0.5068-0.17
γ40.86620.40
γ5-3.8185-1.95
γ64.53352.29
γ7-3.3364-1.50
γ85.76221.88
γ9-6.8816-2.34
Estimation Period:
Jul 10, 2012 to Nov 9, 2018
Impact of return on volatility tomorrow
Volatility Forecasts