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V-Lab

PureCircle Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 1, 2020 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PureCircle Limited S0GARCH
paramt-stat
ω1.64941.09
α0.50149.06
β0.49789.05
γ1-3.6071-4.56
γ24.94944.39
γ3-2.2149-3.36
γ41.11811.69
γ50.32530.50
γ6-1.2269-2.36
γ71.33482.26
γ8-1.1116-1.84
Estimation Period:
Dec 10, 2007 to Jun 26, 2020
Impact of return on volatility tomorrow
Volatility Forecasts