Skip to main content
V-Lab

United Arab Shipping Co SAG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 25, 2024 at 08:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of United Arab Shipping Co SAG S0GARCH
paramt-stat
ω0.58877.26
α0.19588.14
β0.675817.87
γ1-0.2276-3.76
γ20.29743.23
γ3-0.2064-3.00
γ40.27644.05
γ5-0.2191-3.52
γ60.19692.98
γ7-0.2728-3.73
γ80.23224.25
Estimation Period:
Jan 9, 1999 to Oct 24, 2024
Impact of return on volatility tomorrow
Volatility Forecasts