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Probanka dd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Probanka dd S0GARCH
paramt-stat
ω0.49622.21
α0.28052.54
β0.00000.00
γ158.06970.44
γ2-47.5861-0.24
γ3-123.7220-0.93
γ4292.16272.33
γ5-271.0641-2.04
γ686.56290.63
γ7133.23610.98
γ8-226.9881-2.51
Estimation Period:
Feb 2, 2006 to Aug 13, 2013
Impact of return on volatility tomorrow
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