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Galaxy Biomedical Investment Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 5, 2023 at 01:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Galaxy Biomedical Investment Co Ltd SGARCH
paramt-stat
ω0.95536.16
α0.14108.77
β0.775530.80
γ10.03360.42
γ20.00920.08
γ3-0.0193-0.22
γ4-0.1568-1.91
γ50.23982.88
γ6-0.1061-1.05
γ7-0.1320-0.83
γ80.57231.42
Estimation Period:
Apr 16, 1998 to Jun 30, 2023
Impact of return on volatility tomorrow
Volatility Forecasts