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Pioneer Distilleries Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 17, 2023 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pioneer Distilleries Ltd S0GARCH
paramt-stat
ω19.09852.14
α0.74958.64
β0.25022.89
γ1-0.2039-0.91
γ20.19870.48
γ3-0.2091-0.46
γ40.92020.74
γ5-34.8607-0.41
γ683.17420.33
γ7-64.2340-0.26
Estimation Period:
Oct 13, 2009 to Aug 14, 2023
Impact of return on volatility tomorrow
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