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V-Lab

Redflex Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 8, 2021 at 10:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Redflex Holdings Ltd S0GARCH
paramt-stat
ω0.93845.25
α0.10242.85
β0.818013.31
γ1-0.3427-1.32
γ20.57301.49
γ3-0.5166-2.26
γ40.46362.28
γ5-0.0566-0.32
γ6-0.3261-1.43
γ70.32621.01
γ8-0.0824-0.24
γ9-0.0691-0.20
γ10-0.0092-0.03
Estimation Period:
Jan 20, 1997 to Jun 4, 2021
Impact of return on volatility tomorrow
Volatility Forecasts