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Uralkali PJSC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, April 28, 2023 at 05:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Uralkali PJSC S0GARCH
paramt-stat
ω4.745847,458,100.00
α0.14961,496,050.00
β0.74637,462,980.00
γ14.696246,962,120.00
γ215.0671150,671,400.00
γ3-11.5270-115,269,600.00
γ4-53.0068-530,068,100.00
γ579.6735796,734,900.00
Estimation Period:
Nov 20, 2007 to Apr 21, 2023
Impact of return on volatility tomorrow
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