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Ruralco Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, September 16, 2019 at 09:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ruralco Holdings Ltd S0GARCH
paramt-stat
ω0.85935.70
α0.14664.63
β0.701017.10
γ1-0.9452-5.83
γ21.23234.92
γ3-0.1363-0.83
γ4-0.4060-2.82
γ50.46362.80
γ6-0.3585-1.61
γ70.35120.93
γ8-0.3155-0.79
Estimation Period:
Jan 3, 1996 to Sep 13, 2019
Impact of return on volatility tomorrow
Volatility Forecasts