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V-Lab

Tayo Rolls Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tayo Rolls Ltd SGARCH
paramt-stat
ω13.89121.46
α0.54992.52
β0.44852.07
γ1-0.0068-0.07
γ2-0.0190-0.12
γ30.07200.64
γ4-0.1286-1.24
γ50.19572.26
γ6-0.1850-2.00
γ70.09400.82
γ8-0.0563-0.47
γ90.18230.83
γ10-20.3164-1.10
Estimation Period:
Sep 25, 1995 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts