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V-Lab

Imperial Logistics Ltd 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 SGARCH
paramt-stat
ω1.84786.33
α0.13448.59
β0.782833.06
γ10.11872.40
γ2-0.1560-1.87
γ30.04420.69
γ40.05511.11
γ5-0.1661-4.01
γ60.20535.00
γ7-0.1428-2.76
γ80.00560.06
Estimation Period:
Jan 3, 1990 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts