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India Globalization Capital Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 26, 2018 at 10:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of India Globalization Capital Inc S0GARCH
paramt-stat
ω0.51012.26
α0.31293.90
β0.48046.09
γ13.77552.73
γ2-4.9273-2.13
γ30.64800.38
γ40.95680.73
γ5-0.9447-0.83
γ60.82620.85
γ7-0.2966-0.39
γ8-0.2405-0.33
γ90.19370.26
γ100.10450.21
Estimation Period:
Apr 14, 2006 to Oct 26, 2018
Impact of return on volatility tomorrow
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