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Kingston Financial Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, February 10, 2023 at 04:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kingston Financial Group Ltd S0GARCH
paramt-stat
ω1.24234.99
α0.26824.67
β0.49296.00
γ10.37161.12
γ2-1.1274-1.90
γ31.28852.65
γ4-0.6151-1.72
γ50.21270.69
γ6-0.5890-1.83
γ71.13063.59
γ8-1.1555-3.90
γ90.89462.06
γ10-0.6667-1.51
Estimation Period:
Jan 2, 2007 to Feb 10, 2023
Impact of return on volatility tomorrow
Volatility Forecasts