Skip to main content
V-Lab

MISR Conditioning - MIRACO Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, February 7, 2018 at 01:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MISR Conditioning - MIRACO SGARCH
paramt-stat
ω19.04680.01
α0.18220.00
β0.81780.02
γ13.39720.00
γ2-17.0729-0.01
γ332.34030.03
γ4-27.9315-0.01
γ59.68000.01
γ60.62730.00
γ7-1.0880-0.00
γ8-1.5332-0.02
Estimation Period:
Feb 6, 1998 to Jan 18, 2018
Impact of return on volatility tomorrow
Volatility Forecasts