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V-Lab

Petmin Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 30, 2017 at 05:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Petmin Ltd S0GARCH
paramt-stat
ω1.52012.65
α0.21155.95
β0.59088.84
γ10.87281.36
γ2-1.8004-1.85
γ31.40002.70
γ4-0.4841-1.86
γ5-0.0764-0.39
γ60.16410.75
γ70.15880.79
γ8-0.6129-3.45
γ90.54853.97
Estimation Period:
May 27, 1991 to May 26, 2017
Impact of return on volatility tomorrow
Volatility Forecasts