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Dfm Foods 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 SGARCH
paramt-stat
ω0.97566.35
α0.21705.16
β0.541510.28
γ10.20610.51
γ2-0.7091-1.11
γ31.07862.35
γ4-0.9457-2.03
γ50.31380.64
γ60.20000.32
γ70.09060.12
γ8-0.7810-0.99
γ91.55341.99
γ10-6.2098-6.28
Estimation Period:
Nov 1, 2010 to Apr 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts