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TA Enterprise Bhd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, March 13, 2021 at 10:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TA Enterprise Bhd S0GARCH
paramt-stat
ω0.94403.24
α0.140910.28
β0.804844.81
γ1-0.0642-0.85
γ20.12891.31
γ3-0.1921-4.33
γ40.26635.47
γ5-0.2518-4.31
γ60.18993.38
γ7-0.1197-2.19
γ80.06411.46
Estimation Period:
Nov 23, 1990 to Mar 12, 2021
Impact of return on volatility tomorrow
Volatility Forecasts