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V-Lab

Lohia Securities Ltd 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 SGARCH
paramt-stat
ω73.62732.76
α0.7495153.75
β0.249545.73
γ11.83113.30
γ2-2.6081-3.45
γ30.78811.29
γ40.64160.81
γ5-0.5953-0.69
γ6-1.1634-1.41
γ72.38712.55
γ8-1.7412-1.41
γ93.07571.33
γ10-147.8034-35.04
Estimation Period:
May 6, 2008 to Jan 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts