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Pakistan Suzuki Motors Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, April 30, 2024 at 08:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pakistan Suzuki Motors Co S0GARCH
paramt-stat
ω1.23407.03
α0.189012.70
β0.708030.33
γ10.10791.38
γ2-0.1972-1.58
γ30.09250.99
γ40.03570.44
γ5-0.0698-0.85
γ60.08861.03
γ7-0.1265-1.61
γ80.20692.85
γ9-0.3410-4.90
γ100.30336.02
Estimation Period:
Jun 7, 1993 to Apr 26, 2024
Impact of return on volatility tomorrow
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