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Ujjivan Financial Services Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 15, 2024 at 09:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ujjivan Financial Services S0GARCH
paramt-stat
ω20.74643.06
α0.7132346.06
β0.2858114.11
γ1-0.0018-0.00
γ20.32940.23
γ3-0.4623-0.46
γ4-0.0472-0.05
γ50.68310.57
γ6-1.5110-0.61
γ7-40.6569-9.45
γ883.352522.62
Estimation Period:
May 10, 2016 to Oct 11, 2024
Impact of return on volatility tomorrow
Volatility Forecasts