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V-Lab

Illovo Sugar Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, June 17, 2016 at 06:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Illovo Sugar Ltd SGARCH
paramt-stat
ω2.49855.49
α0.14436.27
β0.42964.95
γ10.37375.09
γ2-0.5247-4.94
γ30.18442.78
γ40.02660.48
γ5-0.0780-1.54
γ6-0.0954-1.80
γ70.27664.65
γ8-0.1013-1.05
Estimation Period:
May 14, 1993 to Jun 17, 2016
Impact of return on volatility tomorrow
Volatility Forecasts