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V-Lab

Pressman Advertising Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, February 16, 2024 at 11:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pressman Advertising Ltd S0GARCH
paramt-stat
ω13.21172.62
α0.4486103.36
β0.5503123.39
γ10.82511.30
γ2-1.4061-1.48
γ30.57580.91
γ40.35040.65
γ5-0.6168-1.17
γ60.32640.52
γ70.18410.28
γ8-0.3710-0.52
γ9-9.4559-10.41
γ1019.060327.78
Estimation Period:
Feb 26, 2009 to Feb 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts