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BREXA Next Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 12, 2024 at 12:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BREXA Next Inc S0GARCH
paramt-stat
ω2.47082.60
α0.32386.55
β0.480910.16
γ10.44351.35
γ2-0.3682-0.82
γ3-0.3494-1.66
γ40.55273.31
γ5-0.4847-2.61
γ60.38461.69
γ7-0.3287-1.09
γ80.31170.95
γ9-0.4290-1.36
γ100.43961.81
Estimation Period:
Dec 15, 2004 to Jun 7, 2024
Impact of return on volatility tomorrow
Volatility Forecasts