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Refnol Resins & Chemicals Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 7, 2024 at 09:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Refnol Resins & Chemicals S0GARCH
paramt-stat
ω8.12403.22
α0.6195182.11
β0.378890.48
γ1-0.5307-0.91
γ20.34420.47
γ30.43991.18
γ4-0.2616-0.68
γ5-0.1379-0.34
γ60.86991.82
γ7-1.7076-3.82
γ81.51092.70
γ9-16.1089-19.49
γ1030.868644.89
Estimation Period:
Oct 21, 2008 to Mar 1, 2024
Impact of return on volatility tomorrow
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