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V-Lab

MYOB Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, April 24, 2019 at 07:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of MYOB Group Ltd S0GARCH
paramt-stat
ω1.03043.16
α0.27941.99
β0.30112.05
γ1-1.7042-0.31
γ22.44000.30
γ3-2.7721-0.51
γ43.90680.80
γ5-2.9593-0.60
γ65.47791.09
γ7-12.7575-2.49
γ812.92303.81
Estimation Period:
May 4, 2015 to Apr 24, 2019
Impact of return on volatility tomorrow
Volatility Forecasts