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V-Lab

OneLogix Group Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 25, 2023 at 01:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OneLogix Group Ltd SGARCH
paramt-stat
ω0.92892.66
α0.16047.78
β0.765825.66
γ10.86272.69
γ2-1.7399-4.02
γ31.60724.95
γ4-1.3508-3.84
γ51.13652.26
γ6-0.8847-1.50
γ70.73861.62
γ8-0.6659-1.33
γ90.47710.76
γ10-1.0291-1.35
Estimation Period:
May 27, 1998 to Feb 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts