Skip to main content
V-Lab

Imperial Pacific International Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 15, 2024 at 11:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Imperial Pacific International Holdings Ltd SGARCH
paramt-stat
ω58.6934586,934,100.00
α0.34373,437,320.00
β0.64716,471,100.00
γ1-1.6780-16,780,150.00
γ2-0.4599-4,599,170.00
γ319.7139197,139,300.00
γ4-105.4424-1,054,424,000.00
Estimation Period:
Feb 14, 2002 to Jun 14, 2024
Impact of return on volatility tomorrow
Volatility Forecasts