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Renco Holdings Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.14% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Renco Holdings Group Ltd S0GARCH
paramt-stat
ω1.37163.58
α0.17074.87
β0.828823.43
γ1-0.0450-0.03
γ2-0.6937-0.29
γ31.40250.85
γ4-1.4464-0.85
γ50.73900.41
γ60.34760.19
γ70.82870.35
γ8-10.6801-0.61
γ921.95730.46
γ10-16.3615-0.36
Estimation Period:
Jan 2, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts