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V-Lab

Elemental Asia Sa 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 SGARCH
paramt-stat
ω9.498894,988,060.00
α0.27692,768,770.00
β0.62936,292,780.00
γ1-12.0517-120,517,000.00
γ217.6187176,187,400.00
γ329.9288299,288,300.00
γ4-74.9297-749,297,300.00
γ527.4046274,045,800.00
γ663.2111632,111,400.00
γ7-183.2726-1,832,726,000.00
γ8-310.8689-3,108,689,000.00
Estimation Period:
Apr 7, 2014 to Dec 8, 2023
Impact of return on volatility tomorrow
Volatility Forecasts