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Revolution Lighting Technologies Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 11, 2019 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Revolution Lighting Technologies Inc S0GARCH
paramt-stat
ω1.00073.58
α0.05613.73
β0.930443.05
γ10.26581.51
γ2-0.4616-1.62
γ30.29900.80
γ4-0.0102-0.02
γ5-0.3425-0.86
γ60.55712.21
γ7-0.4638-2.01
γ8-0.0890-0.37
γ90.75872.64
γ10-0.7888-3.13
Estimation Period:
Mar 22, 1994 to Oct 11, 2019
Impact of return on volatility tomorrow
Volatility Forecasts