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V-Lab

Syndicate Bank 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 SGARCH
paramt-stat
ω1.48853.39
α0.12815.90
β0.751718.98
γ10.59452.54
γ2-0.7885-2.44
γ30.25041.45
γ4-0.1402-0.92
γ50.11470.92
γ60.06660.56
γ7-0.2588-2.10
γ80.31872.44
γ9-0.2330-1.03
Estimation Period:
Jan 10, 2000 to Mar 13, 2020
Impact of return on volatility tomorrow
Volatility Forecasts