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V-Lab

Payfare Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 5, 2025 at 01:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Payfare Inc S0GARCH
paramt-stat
ω1.08382.76
α0.00000.00
β0.89854.68
γ1-1.2825-0.34
γ26.08631.26
γ3-9.5264-3.77
γ45.48492.26
γ51.23280.38
γ6-4.5098-1.09
γ77.53731.77
γ8-8.4329-2.49
Estimation Period:
Mar 19, 2021 to Feb 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts