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Pioneer Food Group Pty Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, March 17, 2020 at 06:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pioneer Food Group Pty Ltd S0GARCH
paramt-stat
ω1.81645.43
α0.20414.42
β0.637611.12
γ10.75592.31
γ2-1.1622-2.36
γ30.52661.52
γ40.23690.70
γ5-0.7507-2.29
γ60.84492.60
γ7-1.3051-4.07
γ81.38046.63
Estimation Period:
Apr 22, 2008 to Mar 13, 2020
Impact of return on volatility tomorrow
Volatility Forecasts