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Rolfes Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, February 4, 2020 at 07:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rolfes Holdings Ltd S0GARCH
paramt-stat
ω0.44191.15
α0.12524.43
β0.720112.12
γ1-3.1975-1.51
γ23.52261.32
γ30.06390.08
γ4-0.5626-1.14
γ50.46600.89
γ6-0.7667-1.28
γ71.22682.03
γ8-1.4392-2.45
γ90.94141.80
Estimation Period:
May 23, 2007 to Jan 31, 2020
Impact of return on volatility tomorrow
Volatility Forecasts