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North Africa Co for Real Estate Investment Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, January 15, 2019 at 01:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of North Africa Co for Real Estate Investment S0GARCH
paramt-stat
ω1.37903.97
α0.20425.64
β0.664912.23
γ10.41210.69
γ20.01900.02
γ3-1.2770-1.92
γ41.71632.38
γ5-1.2358-2.31
Estimation Period:
Dec 17, 2012 to Jan 10, 2019
Impact of return on volatility tomorrow
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