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V-Lab

United Malt Grp Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, November 19, 2023 at 10:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of United Malt Grp Ltd S0GARCH
paramt-stat
ω1.33492.43
α0.00000.00
β0.81345.98
γ1-5.0634-0.59
γ29.54730.81
γ3-8.5376-1.28
γ49.14201.58
γ5-8.8409-1.66
γ612.29801.80
γ7-22.7742-2.34
γ831.74552.88
γ9-49.3015-4.73
γ1052.77437.47
Estimation Period:
Mar 24, 2020 to Nov 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts