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V-Lab

Instem Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, November 18, 2023 at 06:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Instem Ltd S0GARCH
paramt-stat
ω0.47902.89
α0.30134.43
β0.06940.97
γ1-1.6651-1.11
γ21.69900.78
γ3-0.2634-0.14
γ41.58430.73
γ5-3.6929-2.06
γ64.22263.33
γ7-3.1833-2.57
γ82.48611.77
γ9-1.7926-1.14
γ100.67790.47
Estimation Period:
Oct 13, 2010 to Nov 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts