V-Lab
V-Lab

Green Cross Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:25.96% (-0.75%)

Analysis last updated: Thursday, March 28, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Green Cross Holdings Corp S0GARCH
paramt-stat
ω0.75244.99
α0.16948.02
β0.744027.10
γ10.04060.84
γ2-0.0356-0.51
γ3-0.0992-2.10
γ40.18044.03
γ5-0.1192-2.19
γ60.05110.80
γ7-0.0204-0.35
γ8-0.0235-0.55
γ90.04331.80
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts