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V-Lab

Probiotec Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, June 24, 2024 at 08:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Probiotec Limited S0GARCH
paramt-stat
ω0.70674.96
α0.12877.10
β0.743516.20
γ1-0.2605-1.79
γ20.51692.40
γ3-0.4107-2.87
γ4-0.0229-0.18
γ50.43323.55
γ6-0.5042-3.90
γ70.41123.96
Estimation Period:
Nov 14, 2006 to Jun 14, 2024
Impact of return on volatility tomorrow
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