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Sierra Wireless Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, January 17, 2023 at 12:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sierra Wireless Inc S0GARCH
paramt-stat
ω0.86985.48
α0.27044.86
β0.37125.72
γ1-0.2880-2.95
γ20.31671.90
γ3-0.0811-0.54
γ40.16601.28
γ5-0.2821-2.42
γ60.43863.85
γ7-0.4572-3.70
γ80.24451.51
γ9-0.1039-0.57
γ100.07840.61
Estimation Period:
May 10, 1999 to Jan 13, 2023
Impact of return on volatility tomorrow
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