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Uni-Select Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 3, 2023 at 03:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Uni-Select Inc S0GARCH
paramt-stat
ω0.65183.20
α0.13226.89
β0.747620.40
γ1-0.1395-1.86
γ20.23282.37
γ3-0.2079-5.04
γ40.22225.45
γ5-0.1724-3.79
γ60.12112.64
γ7-0.0796-2.06
γ80.01520.57
Estimation Period:
May 17, 1990 to Jul 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts