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Pipe NT Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 24, 2023 at 08:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Pipe NT Corp S0GARCH
paramt-stat
ω0.36402.20
α0.10043.19
β0.75318.29
γ1-2.0025-0.40
γ2-2.0879-0.32
γ312.50813.25
γ4-17.0831-2.78
γ512.86891.86
γ6-8.5098-1.69
γ77.84512.04
γ8-3.8045-1.26
γ90.11860.07
Estimation Period:
Feb 20, 1998 to Feb 28, 2003
Impact of return on volatility tomorrow
Volatility Forecasts