Skip to main content
V-Lab

Power Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, February 19, 2020 at 12:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Power Financial Corp SGARCH
paramt-stat
ω0.70846.09
α0.07797.85
β0.873747.40
γ1-0.1482-2.71
γ20.25772.92
γ3-0.1686-2.54
γ40.00470.08
γ50.17002.67
γ6-0.2155-3.33
γ70.15532.65
γ8-0.1099-1.84
γ90.24021.63
Estimation Period:
Jan 1, 1990 to Feb 14, 2020
Impact of return on volatility tomorrow
Volatility Forecasts