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Vietnam Industrial Investments Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, September 12, 2019 at 09:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vietnam Industrial Investments Limited S0GARCH
paramt-stat
ω0.32233.42
α0.16993.87
β0.56665.41
γ15.36282.45
γ2-13.0646-3.52
γ311.63423.36
γ4-3.8627-1.36
γ50.50330.23
γ6-1.6193-0.71
γ71.17660.43
γ8-0.3168-0.16
Estimation Period:
Sep 18, 1995 to May 27, 2019
Impact of return on volatility tomorrow
Volatility Forecasts