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V-Lab

Trilogy International Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, April 9, 2018 at 06:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Trilogy International Ltd SGARCH
paramt-stat
ω0.91404.34
α0.13823.10
β0.00000.00
γ1-1.0611-0.83
γ22.14961.02
γ3-0.9570-0.50
γ4-1.0287-0.55
γ50.55250.29
γ60.99870.56
γ70.59300.29
γ8-7.6410-2.46
Estimation Period:
May 3, 2010 to Apr 6, 2018
Impact of return on volatility tomorrow
Volatility Forecasts