Skip to main content
V-Lab

Dfm Foods Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, May 3, 2023 at 11:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dfm Foods S0GARCH
paramt-stat
ω1.19193.07
α0.15295.44
β0.845036.96
γ1-0.2396-0.09
γ2-0.6945-0.26
γ32.12761.95
γ4-2.5235-2.66
γ52.32962.83
γ6-1.7673-2.34
γ71.90992.76
γ8-3.5011-5.26
γ93.98097.52
Estimation Period:
Nov 1, 2010 to Apr 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts