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TransCreditBank OAO Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of TransCreditBank OAO S0GARCH
paramt-stat
ω2.13233.32
α0.38103.64
β0.23751.91
γ1-11.5710-0.61
γ228.85210.93
γ3-39.9214-2.01
γ426.62451.77
γ529.98882.04
γ6-62.2284-3.94
γ738.68752.72
γ8-15.2864-1.38
Estimation Period:
Jun 5, 2008 to Oct 10, 2013
Impact of return on volatility tomorrow
Volatility Forecasts