Skip to main content
V-Lab

Distribution and Warehousing Network Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, February 19, 2019 at 04:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Distribution and Warehousing Network Ltd S0GARCH
paramt-stat
ω0.92951.85
α0.07466.46
β0.898148.95
γ1-0.0426-0.29
γ2-0.0073-0.04
γ30.11731.42
γ4-0.0774-1.11
γ50.06920.85
γ6-0.1149-1.78
Estimation Period:
Jan 12, 1990 to Feb 8, 2019
Impact of return on volatility tomorrow
Volatility Forecasts