Skip to main content
V-Lab

Syndicate Bank Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 19, 2020 at 06:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Syndicate Bank S0GARCH
paramt-stat
ω1.49633.08
α0.12605.97
β0.755319.73
γ10.64202.01
γ2-0.7593-1.70
γ30.05500.22
γ40.13080.62
γ5-0.2237-1.20
γ60.33741.99
γ7-0.2232-1.60
γ8-0.0650-0.47
γ90.27141.90
γ10-0.2525-2.44
Estimation Period:
Jan 10, 2000 to Mar 13, 2020
Impact of return on volatility tomorrow
Volatility Forecasts