Skip to main content
V-Lab

Dialog Semiconductor Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, August 30, 2021 at 06:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dialog Semiconductor Ltd SGARCH
paramt-stat
ω2.02966.17
α0.21905.86
β0.48708.20
γ10.09760.82
γ2-0.2426-1.34
γ30.29091.88
γ4-0.0735-0.49
γ5-0.2521-2.03
γ60.24942.13
γ70.00200.02
γ8-0.1493-0.81
γ90.16340.65
γ10-0.7203-2.01
Estimation Period:
Oct 14, 1999 to Aug 27, 2021
Impact of return on volatility tomorrow
Volatility Forecasts