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Pioneer Distilleries Ltd 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 SGARCH
paramt-stat
ω37.2380372,379,600.00
α0.73167,315,890.00
β0.26832,682,650.00
γ10.94609,460,000.00
γ2-1.6642-16,641,880.00
γ31.030010,300,090.00
γ4-0.5592-5,592,290.00
γ50.34443,444,250.00
γ60.18721,871,560.00
γ7-43.7959-437,959,100.00
γ864.9280649,280,100.00
γ9108.17351,081,735,000.00
γ10-643.6695-6,436,695,000.00
Estimation Period:
Oct 13, 2009 to Aug 14, 2023
Impact of return on volatility tomorrow
Volatility Forecasts