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Lakshmi Vilas Bank Ltd/The Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, December 15, 2020 at 01:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lakshmi Vilas Bank Ltd/The S0GARCH
paramt-stat
ω0.87414.82
α0.13693.87
β0.61277.55
γ1-0.2746-1.17
γ20.17910.53
γ30.37731.41
γ4-0.5645-1.60
γ50.47341.35
γ6-0.2166-0.77
γ70.15680.59
γ8-0.2841-1.58
Estimation Period:
Dec 28, 2006 to Nov 13, 2020
Impact of return on volatility tomorrow
Volatility Forecasts