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REA Vipingo Plantations Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, April 14, 2016 at 05:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of REA Vipingo Plantations Ltd S0GARCH
paramt-stat
ω0.43706.36
α0.19777.39
β0.643114.08
γ1-0.0372-0.41
γ2-0.1280-0.91
γ30.23861.83
γ4-0.1042-0.72
γ50.06150.70
Estimation Period:
Apr 19, 1996 to Nov 13, 2013
Impact of return on volatility tomorrow
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