Skip to main content
V-Lab

United Malt Grp Ltd 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 SGARCH
paramt-stat
ω2.00071.91
α0.23263.36
β0.66159.30
γ1-4.8606-0.35
γ212.81660.62
γ3-14.9640-1.08
γ412.99911.10
γ5-8.8968-0.79
γ610.90490.79
γ7-22.2174-1.15
γ825.76841.29
γ9-20.6839-1.13
γ10-82.6182-3.51
Estimation Period:
Mar 24, 2020 to Nov 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts