Skip to main content
V-Lab

Pioneer Food Group Pty Ltd 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 SGARCH
paramt-stat
ω1.62976.53
α0.17113.67
β0.44784.27
γ10.43180.95
γ2-0.1613-0.22
γ3-0.9712-1.64
γ41.47452.78
γ5-1.0382-2.34
γ60.59641.41
γ7-0.9558-2.05
γ81.25802.62
γ9-1.2099-2.33
γ10-1.5086-1.49
Estimation Period:
Apr 22, 2008 to Mar 13, 2020
Impact of return on volatility tomorrow
Volatility Forecasts