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V-Lab

PSB Industries SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 28, 2021 at 07:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PSB Industries SA SGARCH
paramt-stat
ω1.25416.48
α0.14097.35
β0.766622.75
γ1-0.1538-2.81
γ20.30093.46
γ3-0.2331-3.58
γ40.07551.26
γ50.11281.88
γ6-0.1832-2.14
γ70.05570.51
γ80.10640.97
γ9-0.0071-0.04
Estimation Period:
Sep 21, 1990 to May 28, 2021
Impact of return on volatility tomorrow
Volatility Forecasts