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V-Lab

iProperty Group Pty Ltd/NS Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, February 2, 2016 at 06:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iProperty Group Pty Ltd/NS SGARCH
paramt-stat
ω0.68083.46
α0.21133.96
β0.38403.77
γ1-5.3308-4.28
γ27.17963.94
γ3-3.0019-3.19
γ42.96634.11
γ5-2.7120-3.22
γ61.24111.13
γ7-6.3264-4.45
Estimation Period:
Sep 11, 2007 to Jan 29, 2016
Impact of return on volatility tomorrow
Volatility Forecasts