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Victory City International Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 19, 2021 at 03:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Victory City International Holdings Ltd S0GARCH
paramt-stat
ω0.81346.27
α0.14444.64
β0.63788.54
γ11.28473.81
γ2-2.5835-4.30
γ31.90783.34
γ4-0.5383-1.11
γ5-0.3622-0.78
γ60.86191.66
γ7-1.1407-1.89
γ80.76021.16
γ90.20540.31
γ10-0.7831-1.72
Estimation Period:
Jan 2, 2007 to Mar 19, 2021
Impact of return on volatility tomorrow
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