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V-Lab

Kingston Financial Group Ltd 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 SGARCH
paramt-stat
ω1.15135.00
α0.26854.72
β0.49966.12
γ10.27810.84
γ2-1.0210-1.71
γ31.28052.62
γ4-0.6290-1.74
γ50.23020.74
γ6-0.6035-1.86
γ71.13323.61
γ8-1.1276-4.04
γ90.81102.14
γ10-0.4563-0.80
Estimation Period:
Jan 2, 2007 to Feb 10, 2023
Impact of return on volatility tomorrow
Volatility Forecasts