Skip to main content
V-Lab

Fulcrum Utility Services Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 4, 2023 at 01:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fulcrum Utility Services Ltd S0GARCH
paramt-stat
ω1.07024.95
α0.36524.83
β0.00000.00
γ10.59392.20
γ2-0.6617-1.49
γ3-0.4650-1.21
γ41.47174.41
γ5-1.7917-6.62
γ61.69006.58
γ7-1.3234-6.45
Estimation Period:
Dec 28, 2009 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts