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Insilco Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Insilco S0GARCH
paramt-stat
ω10.1459101,459,300.00
α0.80578,057,300.00
β0.17291,729,060.00
γ1-32.5169-325,169,100.00
γ224.3735243,735,300.00
γ350.0546500,546,300.00
γ4-18.1717-181,717,000.00
γ5-66.0713-660,712,600.00
γ6-44.1640-441,640,400.00
γ7178.51391,785,139,000.00
Estimation Period:
Sep 29, 2008 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts