Skip to main content
V-Lab

Pyne Gould Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, November 22, 2018 at 04:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pyne Gould Corp Ltd S0GARCH
paramt-stat
ω0.43612.38
α0.10515.12
β0.832324.62
γ1-1.0726-1.08
γ21.60681.13
γ30.01500.02
γ4-1.6287-2.21
γ51.83592.28
γ6-1.0154-1.60
γ70.37400.79
γ8-0.2805-0.80
Estimation Period:
Apr 7, 2004 to Nov 16, 2018
Impact of return on volatility tomorrow
Volatility Forecasts