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Masonite Africa Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, April 14, 2016 at 05:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Masonite Africa Ltd S0GARCH
paramt-stat
ω0.26532.26
α0.14243.23
β0.49572.93
γ1-5.5905-2.37
γ28.64432.75
γ3-5.1593-3.09
γ43.24132.11
γ5-2.1250-1.62
γ62.09821.63
γ7-1.7202-1.40
Estimation Period:
Jan 17, 1990 to Dec 22, 2015
Impact of return on volatility tomorrow
Volatility Forecasts