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V-Lab

AMVIG Holdings Ltd 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 SGARCH
paramt-stat
ω2.06684.96
α0.13804.18
β0.50804.61
γ11.51153.71
γ2-2.2114-3.68
γ30.92312.24
γ4-0.1105-0.29
γ5-0.4087-1.04
γ60.57601.27
γ7-0.2247-0.50
γ8-0.6662-1.50
γ91.79533.65
γ10-3.0086-6.42
Estimation Period:
Jan 2, 2007 to Apr 9, 2021
Impact of return on volatility tomorrow
Volatility Forecasts