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Pakistan Suzuki Motors Co 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 SGARCH
paramt-stat
ω1.35886.36
α0.199315.47
β0.729645.92
γ10.13531.52
γ2-0.2392-1.68
γ30.11091.03
γ40.02960.31
γ5-0.0611-0.64
γ60.06730.67
γ7-0.0766-0.83
γ80.07410.78
γ90.00280.02
γ10-1.0473-6.31
Estimation Period:
Jun 7, 1993 to Apr 26, 2024
Impact of return on volatility tomorrow
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