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V-Lab

Phumelela Gaming & Leisure Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 8, 2020 at 06:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Phumelela Gaming & Leisure Ltd SGARCH
paramt-stat
ω1.82525.17
α0.08224.76
β0.799316.83
γ10.26750.88
γ2-0.3301-0.77
γ30.49401.61
γ4-0.8507-2.53
γ50.64272.12
γ6-0.4323-1.44
γ70.59101.75
γ8-0.8655-2.39
γ91.09803.20
γ10-0.5111-0.94
Estimation Period:
Jun 17, 2002 to May 8, 2020
Impact of return on volatility tomorrow
Volatility Forecasts