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V-Lab

Elemental Asia Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 15, 2023 at 03:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Elemental Asia Sa S0GARCH
paramt-stat
ω100.00001,000,000,000.00
α0.41724,172,100.00
β0.58225,821,700.00
γ113.9146139,146,100.00
γ2-38.8509-388,508,700.00
γ340.2478402,477,500.00
γ42.588725,886,580.00
γ563.5903635,903,300.00
γ6-138.1530-1,381,530,000.00
γ730.4631304,631,300.00
γ8202.03702,020,370,000.00
γ9-1,001.3840-10,013,840,000.00
γ101,480.883014,808,830,000.00
Estimation Period:
Apr 7, 2014 to Dec 8, 2023
Impact of return on volatility tomorrow
Volatility Forecasts