Skip to main content
V-Lab

iEnergizer Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 25, 2023 at 01:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iEnergizer Limited S0GARCH
paramt-stat
ω1.42172.00
α0.25133.24
β0.69118.22
γ13.11770.70
γ22.38170.36
γ3-13.4648-3.16
γ414.14963.21
γ5-12.6349-3.14
γ612.09063.39
γ7-7.9493-2.46
γ81.48640.42
γ95.11570.89
γ10-7.4060-1.25
Estimation Period:
Sep 13, 2010 to May 19, 2023
Impact of return on volatility tomorrow
Volatility Forecasts