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Toys 'R' Us Anz Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 09:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toys 'R' Us Anz Ltd S0GARCH
paramt-stat
ω0.42745.63
α0.19216.41
β0.662515.44
γ1-0.3197-2.19
γ20.52422.27
γ3-0.0101-0.05
γ4-0.5987-2.53
γ50.60572.40
γ6-0.1469-0.78
γ7-0.0864-0.62
γ8-0.1345-0.94
γ90.32522.68
γ10-0.2109-3.16
Estimation Period:
Sep 14, 2000 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts