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Imperial Logistics Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 20, 2022 at 10:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Imperial Logistics Ltd S0GARCH
paramt-stat
ω1.81836.24
α0.13618.60
β0.780833.08
γ10.11122.24
γ2-0.1443-1.73
γ30.03790.59
γ40.05821.17
γ5-0.1692-4.05
γ60.21375.10
γ7-0.1658-3.18
γ80.06561.30
Estimation Period:
Jan 3, 1990 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts