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Rane Brake Linings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rane Brake Linings Ltd S0GARCH
paramt-stat
ω0.78727.23
α0.15884.67
β0.701114.15
γ1-0.2331-2.06
γ20.18471.00
γ30.29072.27
γ4-0.5316-3.98
γ50.55183.22
γ6-0.4979-2.58
γ70.39972.15
γ8-0.2173-1.59
Estimation Period:
Apr 11, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts