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Primo Water Corp 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 SGARCH
paramt-stat
ω0.51865.29
α0.21576.52
β0.44777.87
γ1-0.1977-3.78
γ20.26733.40
γ3-0.1314-2.59
γ40.05971.33
γ50.14102.84
γ6-0.3703-6.11
γ70.41405.72
γ8-0.2724-4.08
γ90.13622.04
γ10-0.0774-0.88
Estimation Period:
Jan 1, 1990 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts