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Lifeworks Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, September 3, 2022 at 11:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lifeworks Inc S0GARCH
paramt-stat
ω1.37453.82
α0.24847.65
β0.641515.03
γ10.24100.46
γ2-0.5899-0.75
γ30.64981.69
γ4-0.6143-2.79
γ50.76113.25
γ6-0.8703-3.58
γ70.75703.62
γ8-0.4848-1.72
γ90.15890.61
Estimation Period:
Sep 30, 2005 to Sep 2, 2022
Impact of return on volatility tomorrow
Volatility Forecasts