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V-Lab

Recipe Unlimited Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 2, 2022 at 11:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Recipe Unlimited Corp SGARCH
paramt-stat
ω0.55253.24
α0.12013.96
β0.62547.08
γ1-2.3834-2.14
γ23.34932.27
γ3-0.2005-0.25
γ4-3.0522-4.11
γ55.74596.27
γ6-6.9397-8.05
γ75.75566.42
γ8-3.3864-4.05
Estimation Period:
Apr 10, 2015 to Oct 28, 2022
Impact of return on volatility tomorrow
Volatility Forecasts