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Straight Path Communications Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, February 27, 2018 at 11:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Straight Path Communications Inc S0GARCH
paramt-stat
ω1.98993.06
α0.30985.29
β0.687311.84
γ1-1.7078-0.08
γ2-1.9211-0.06
γ36.02290.36
γ4-0.7142-0.07
γ50.03180.00
γ6-10.9843-1.46
γ718.05691.68
γ8-6.8090-0.38
γ9-65.0208-1.24
γ10119.35451.66
Estimation Period:
Jul 24, 2013 to Feb 23, 2018
Impact of return on volatility tomorrow
Volatility Forecasts