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AMVIG Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, April 15, 2021 at 03:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AMVIG Holdings Ltd S0GARCH
paramt-stat
ω2.08384.78
α0.14424.48
β0.53425.25
γ11.51333.61
γ2-2.2039-3.57
γ30.90262.15
γ4-0.0901-0.24
γ5-0.4301-1.06
γ60.61241.29
γ7-0.3212-0.69
γ8-0.3953-0.87
γ91.09702.27
γ10-1.0228-2.38
Estimation Period:
Jan 2, 2007 to Apr 9, 2021
Impact of return on volatility tomorrow
Volatility Forecasts