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V-Lab

TA Enterprise Bhd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, March 13, 2021 at 10:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TA Enterprise Bhd SGARCH
paramt-stat
ω0.91813.19
α0.144710.05
β0.797942.94
γ1-0.0748-0.99
γ20.14491.48
γ3-0.2004-4.58
γ40.26915.63
γ5-0.2452-4.23
γ60.16332.76
γ7-0.0448-0.63
γ8-0.1645-1.81
Estimation Period:
Nov 23, 1990 to Mar 12, 2021
Impact of return on volatility tomorrow
Volatility Forecasts