Skip to main content
V-Lab

FE Investments Group Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 29, 2019 at 10:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FE Investments Group Limited S0GARCH
paramt-stat
ω0.50081.56
α0.23273.19
β0.27631.76
γ1-0.6964-0.07
γ29.36530.66
γ3-22.6819-1.84
γ422.17782.00
γ5-13.4573-2.17
γ68.37423.07
Estimation Period:
Nov 11, 2004 to Nov 29, 2019
Impact of return on volatility tomorrow
Volatility Forecasts