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Paints & Chemical Industry Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 22, 2023 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Paints & Chemical Industry Co S0GARCH
paramt-stat
ω1.02743.89
α0.16837.26
β0.674213.43
γ10.15481.00
γ2-0.3096-1.37
γ30.28942.06
γ4-0.1512-1.14
γ5-0.1003-0.71
γ60.21241.58
γ7-0.0719-0.59
γ8-0.0176-0.16
γ9-0.1581-1.44
γ100.26033.06
Estimation Period:
Aug 27, 1996 to Nov 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts