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V-Lab

Lohia Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 12, 2024 at 01:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lohia Securities Ltd S0GARCH
paramt-stat
ω59.09893.73
α0.7625490.34
β0.2362188.62
γ11.74303.32
γ2-2.4823-3.44
γ30.72531.20
γ40.69820.88
γ5-0.6959-0.81
γ6-0.9271-1.14
γ71.78702.01
γ80.05610.04
γ9-32.3051-18.86
γ1061.451348.26
Estimation Period:
May 6, 2008 to Jan 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts