Skip to main content
V-Lab

Resolute Forest Products Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 3, 2023 at 02:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Resolute Forest Products Inc S0GARCH
paramt-stat
ω0.75984.66
α0.08483.50
β0.858433.62
γ10.19910.55
γ2-0.4104-0.74
γ30.55381.27
γ4-0.5357-0.91
γ50.03650.05
γ60.55770.81
γ7-1.2722-2.91
γ81.45115.51
Estimation Period:
Dec 10, 2010 to Feb 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts