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PSB Industries SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 28, 2021 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PSB Industries SA S0GARCH
paramt-stat
ω1.14875.97
α0.12406.44
β0.800221.15
γ1-0.2418-3.27
γ20.43503.73
γ3-0.2892-3.50
γ40.09261.18
γ50.03760.36
γ6-0.0018-0.01
γ7-0.0742-0.75
γ8-0.0343-0.36
γ90.27332.54
γ10-0.3143-3.55
Estimation Period:
Sep 21, 1990 to May 28, 2021
Impact of return on volatility tomorrow
Volatility Forecasts