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Pyne Gould Corp Ltd 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 SGARCH
paramt-stat
ω0.43502.38
α0.10425.09
β0.832924.49
γ1-1.0700-1.08
γ21.59931.12
γ30.02850.04
γ4-1.6515-2.25
γ51.87612.33
γ6-1.0941-1.70
γ70.54400.97
γ8-0.7199-0.83
Estimation Period:
Apr 7, 2004 to Nov 16, 2018
Impact of return on volatility tomorrow
Volatility Forecasts