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V-Lab

Masonite Africa Ltd 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 SGARCH
paramt-stat
ω0.26472.27
α0.14623.29
β0.48012.80
γ1-5.5870-2.38
γ28.62202.76
γ3-5.0907-3.04
γ43.05231.99
γ5-1.6684-1.26
γ61.06410.73
γ70.94830.42
Estimation Period:
Jan 17, 1990 to Dec 22, 2015
Impact of return on volatility tomorrow
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