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Arcland Service Holdings Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, September 2, 2023 at 08:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Arcland Service Holdings Co S0GARCH
paramt-stat
ω1.81373.80
α0.15904.16
β0.733415.18
γ10.05110.15
γ20.11520.19
γ3-0.4149-0.91
γ40.58771.72
γ5-0.6908-2.64
γ60.50212.08
γ7-0.1191-0.36
γ8-0.0489-0.15
Estimation Period:
Aug 30, 2007 to Sep 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts