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V-Lab

Waterloo Brewing Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 9, 2023 at 03:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Waterloo Brewing Ltd S0GARCH
paramt-stat
ω0.81523.93
α0.11557.63
β0.812733.54
γ1-0.2537-2.39
γ20.20691.39
γ30.25382.98
γ4-0.3980-5.09
γ50.32213.93
γ6-0.2403-3.14
γ70.19382.98
γ8-0.1061-2.42
Estimation Period:
Jan 4, 1999 to Mar 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts