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V-Lab

Rubik Financial Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, May 8, 2017 at 07:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rubik Financial Ltd S0GARCH
paramt-stat
ω1.02227.99
α0.19464.17
β0.33083.12
γ1-0.1449-0.65
γ20.26260.74
γ3-0.0561-0.24
γ4-0.2624-1.42
γ50.32452.39
γ6-0.1464-1.55
γ70.02770.42
Estimation Period:
Feb 23, 2000 to May 5, 2017
Impact of return on volatility tomorrow
Volatility Forecasts