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Dialog Semiconductor Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, August 30, 2021 at 06:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dialog Semiconductor Ltd S0GARCH
paramt-stat
ω1.73794.20
α0.11035.58
β0.848932.09
γ1-0.0450-0.24
γ2-0.0385-0.13
γ30.14610.50
γ40.07600.27
γ5-0.3860-1.60
γ60.39571.65
γ7-0.1494-0.66
γ80.08160.28
γ9-0.4750-1.42
γ100.69923.13
Estimation Period:
Oct 14, 1999 to Aug 27, 2021
Impact of return on volatility tomorrow
Volatility Forecasts