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Imperial Pacific International Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 15, 2024 at 11:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Imperial Pacific International Holdings Ltd S0GARCH
paramt-stat
ω20.0023200,023,000.00
α0.40084,008,320.00
β0.59925,991,680.00
γ110.2621102,620,500.00
γ26.586165,860,520.00
γ3-39.7369-397,369,200.00
γ455.6333556,333,300.00
γ5-51.0722-510,722,300.00
γ621.1986211,985,900.00
γ7-9.9536-99,536,240.00
γ857.2074572,073,600.00
γ9-262.4674-2,624,674,000.00
γ10368.54933,685,493,000.00
Estimation Period:
Feb 14, 2002 to Jun 14, 2024
Impact of return on volatility tomorrow
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