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V-Lab

Stelco Holdings Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, November 5, 2024 at 01:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Stelco Holdings Inc SGARCH
paramt-stat
ω0.87855.40
α0.20212.30
β0.46173.28
γ12.58211.64
γ2-4.3712-1.72
γ33.05561.50
γ4-2.2069-1.02
γ51.45050.62
γ6-0.8983-0.45
γ70.19980.11
γ8-0.3692-0.14
γ94.91631.01
γ10-18.5784-2.50
Estimation Period:
Nov 3, 2017 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts