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V-Lab

Instem Ltd 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 SGARCH
paramt-stat
ω0.48652.93
α0.32504.63
β0.03050.59
γ1-1.6971-1.15
γ21.77860.83
γ3-0.3680-0.19
γ41.74950.81
γ5-3.9814-2.23
γ64.63923.66
γ7-3.8070-3.10
γ83.73592.69
γ9-4.9101-3.50
γ108.92875.71
Estimation Period:
Oct 13, 2010 to Nov 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts