Skip to main content
V-Lab

REA Vipingo Plantations Ltd 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 SGARCH
paramt-stat
ω0.38084.36
α0.20117.27
β0.607312.59
γ1-0.2395-0.75
γ20.29220.61
γ3-0.3622-0.77
γ40.44820.61
γ5-0.2030-0.27
γ60.24360.50
γ7-0.5558-1.95
γ81.25203.79
Estimation Period:
Apr 19, 1996 to Nov 13, 2013
Impact of return on volatility tomorrow
Volatility Forecasts