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V-Lab

Petmin Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 30, 2017 at 05:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Petmin Ltd SGARCH
paramt-stat
ω1.49782.69
α0.20125.47
β0.58917.78
γ10.88501.40
γ2-1.8162-1.91
γ31.40312.77
γ4-0.4707-1.85
γ5-0.1304-0.68
γ60.28691.34
γ7-0.0888-0.44
γ8-0.0686-0.31
γ9-0.8851-2.58
Estimation Period:
May 27, 1991 to May 26, 2017
Impact of return on volatility tomorrow
Volatility Forecasts