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Primo Water Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 13, 2024 at 01:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Primo Water Corp S0GARCH
paramt-stat
ω0.52345.23
α0.21126.41
β0.46948.28
γ1-0.1809-3.41
γ20.23692.98
γ3-0.1085-2.11
γ40.04761.05
γ50.14072.81
γ6-0.3612-5.90
γ70.40165.52
γ8-0.2598-4.00
γ90.12022.14
γ10-0.0424-1.05
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts