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V-Lab

Namoi Cotton Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 29, 2024 at 07:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Namoi Cotton Limited SGARCH
paramt-stat
ω0.53325.81
α0.17746.09
β0.617211.43
γ10.24922.60
γ2-0.6322-4.56
γ30.65596.84
γ4-0.2790-2.57
γ5-0.0950-0.81
γ60.11391.06
γ7-0.0332-0.24
γ80.07780.40
Estimation Period:
Apr 6, 1998 to Oct 25, 2024
Impact of return on volatility tomorrow
Volatility Forecasts