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V-Lab

Royal Wolf Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, October 2, 2017 at 06:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Royal Wolf Holdings Ltd S0GARCH
paramt-stat
ω1.08351.93
α0.57931.89
β0.17031.49
γ10.38260.22
γ2-0.1446-0.05
γ3-1.0744-0.47
γ43.30701.12
γ5-5.6406-1.67
γ63.95261.72
γ7-0.3476-0.27
Estimation Period:
May 31, 2011 to Sep 22, 2017
Impact of return on volatility tomorrow
Volatility Forecasts