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V-Lab

Design Milk Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, August 3, 2024 at 09:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Design Milk Co Ltd S0GARCH
paramt-stat
ω40.68320.46
α0.42071.21
β0.57931.66
γ1-2.8834-0.92
γ2-1.7940-0.12
γ317.34780.60
γ4-14.3767-1.37
γ5-18.2624-0.25
γ638.38550.25
γ7-21.1166-0.16
Estimation Period:
Mar 24, 1997 to Aug 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts