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V-Lab

Park Lawn Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, August 13, 2024 at 02:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Park Lawn Corp S0GARCH
paramt-stat
ω6.11435.64
α0.13854.78
β0.64749.62
γ10.99536.30
γ2-1.1789-4.36
γ30.26551.22
γ4-0.2645-1.57
γ50.41193.02
γ6-0.3487-2.66
γ70.22751.41
γ8-0.1892-1.24
Estimation Period:
Sep 19, 2006 to Aug 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts