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Rare Foods Australia Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 09:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Rare Foods Australia Ltd S0GARCH
paramt-stat
ω0.86784.62
α0.07223.39
β0.785710.24
γ1-0.0280-0.03
γ20.31940.25
γ3-0.9456-1.17
γ41.51811.92
γ5-1.6637-1.70
γ62.25472.29
γ7-2.5274-3.92
Estimation Period:
Nov 14, 2017 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts