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V-Lab

TxCell SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 23, 2018 at 06:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of TxCell SA S0GARCH
paramt-stat
ω1.11721.25
α0.73786.25
β0.23072.60
γ1-6.1410-1.63
γ28.96041.72
γ3-4.2990-1.09
γ41.55270.30
γ5-1.3811-0.32
γ64.53441.61
γ7-5.0840-2.10
Estimation Period:
Apr 11, 2014 to Nov 23, 2018
Impact of return on volatility tomorrow
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