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V-Lab

Traffic Technologies Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 09:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Traffic Technologies Limited S0GARCH
paramt-stat
ω1.20534.73
α0.06125.75
β0.903544.04
γ1-0.1465-0.70
γ20.04430.12
γ30.73552.13
γ4-1.3874-4.94
γ51.25354.42
γ6-0.7843-2.86
γ70.48072.16
γ8-0.4259-1.59
γ90.62591.89
γ10-0.6472-2.45
Estimation Period:
Feb 17, 1998 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts