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Hi Gold Ocean Kmarin No8 Ship Investment Co Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, April 27, 2020 at 06:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Hi Gold Ocean Kmarin No8 Ship Investment Co SGARCH
paramt-stat
ω1.32501.59
α0.53765.09
β0.42324.86
γ13.02280.86
γ2-3.0299-0.65
γ3-2.8739-1.17
γ46.35182.72
γ5-4.3878-1.67
γ6-1.0808-0.36
γ70.55570.15
γ87.46801.82
γ9-19.9375-3.07
Estimation Period:
Sep 17, 2012 to Apr 24, 2020
Impact of return on volatility tomorrow
Volatility Forecasts