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Vestate Group Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 30, 2021 at 03:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vestate Group Holdings Ltd SGARCH
paramt-stat
ω1.00285.02
α0.30023.58
β0.22662.91
γ1-0.1425-0.46
γ2-0.4202-0.99
γ31.67766.33
γ4-1.9705-6.38
γ51.55523.93
γ6-1.5517-3.35
γ70.99072.25
γ80.72951.83
γ9-1.4647-2.38
Estimation Period:
Jun 8, 2007 to Jun 30, 2021
Impact of return on volatility tomorrow
Volatility Forecasts