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Egyptian Starch & Glucose Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, November 15, 2021 at 09:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Starch & Glucose S0GARCH
paramt-stat
ω0.76892.45
α0.40382.37
β0.45036.30
γ10.41722.19
γ2-0.7761-2.44
γ30.56062.10
γ4-0.2420-0.88
γ5-0.1316-0.58
γ60.41442.44
γ7-0.4569-3.09
γ80.39282.60
γ9-0.2954-1.86
γ100.16351.18
Estimation Period:
Sep 30, 1996 to Oct 18, 2021
Impact of return on volatility tomorrow
Volatility Forecasts