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Techniche Ltd. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 22, 2021 at 12:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Techniche Ltd. S0GARCH
paramt-stat
ω2.30863.71
α0.27106.94
β0.49258.15
γ10.24471.28
γ2-0.0035-0.01
γ3-0.2978-2.17
γ40.09270.70
γ5-0.0946-0.59
γ6-0.0621-0.31
γ70.13260.73
γ80.14911.06
γ9-0.2431-2.24
Estimation Period:
Jan 24, 1990 to Jan 22, 2021
Impact of return on volatility tomorrow
Volatility Forecasts