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Meldia Development & Const Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, April 28, 2024 at 02:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Meldia Development & Const S0GARCH
paramt-stat
ω1.38475.78
α0.28776.67
β0.44257.68
γ10.02570.32
γ20.00540.04
γ3-0.0268-0.33
γ4-0.0195-0.27
γ5-0.0712-0.89
γ60.22282.69
γ7-0.2539-2.84
γ80.18102.22
Estimation Period:
Dec 29, 1999 to Apr 26, 2024
Impact of return on volatility tomorrow
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