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Indigo Books & Music Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 5, 2024 at 01:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indigo Books & Music Inc S0GARCH
paramt-stat
ω0.91936.58
α0.20674.65
β0.622310.36
γ10.12851.89
γ2-0.2825-2.66
γ30.12121.63
γ40.19683.14
γ5-0.2686-3.18
γ60.17891.56
γ7-0.1878-1.58
γ80.30703.18
γ9-0.3274-2.86
γ100.14601.40
Estimation Period:
Dec 4, 1996 to May 31, 2024
Impact of return on volatility tomorrow
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